auto.lasso: Auto Lasso Method
In Kaiyuan-Carl-Duan/R-package-AutoLasso:
Description
Usage
Arguments
Author(s)
References
Examples
Description
Auto lasso function returns estimate beta and estimate sigma by finding minimum risk (m) largest beta's in absolute values, and obtaining least square estimates with active minimum risk (m) variables.
Usage
1
auto.lasso(x,y)
Arguments
x
Predicted variable
y
Response variable
ratio
Ratio is the proportion of the number of columns over that of the rows.
Author(s)
Sujit K. Ghosh, Kaiyuan Duan, Guangjie Yu
References
A Fast Automatic Variable Selection Method for LinearRegression Model
Examples
1
auto.lasso=function(x,y)
Kaiyuan-Carl-Duan/R-package-AutoLasso documentation built on Dec. 18, 2021, 2:40 a.m.
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Description Usage Arguments Author(s) References Examples
Description
Auto lasso function returns estimate beta and estimate sigma by finding minimum risk (m) largest beta's in absolute values, and obtaining least square estimates with active minimum risk (m) variables.
Usage
1 | auto.lasso(x,y)
|
Arguments
x |
Predicted variable |
y |
Response variable |
ratio |
Ratio is the proportion of the number of columns over that of the rows. |
Author(s)
Sujit K. Ghosh, Kaiyuan Duan, Guangjie Yu
References
A Fast Automatic Variable Selection Method for LinearRegression Model
Examples
1 | auto.lasso=function(x,y)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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