lasso: LASSO using path algorithm

Description Usage Arguments

View source: R/rlasso.R

Description

LASSO using path algorithm

Usage

1
lasso(X, Y, lambda = NULL, nlambda = 100)

Arguments

X

design matrix

Y

outcome vector

lambda

a vector of tuning parameters. If left unspecified, using the sequence of numbers from 0 to the smallest tuning parameter such that the solution is the zero vector

nlambda

the number of the sequence of the tuning parameters.


KenLi93/PPWLSE documentation built on Dec. 18, 2021, 3:32 a.m.