LASSO: Lasso regression

Description Usage Arguments Value

Description

calculate lasso regression coefficients using the optimal tuning parameter from the glmnet package.

Usage

1
LASSO(X, Y, lam = NULL, intercept = FALSE, standardize = FALSE, ...)

Arguments

X

nxp data matrix. Each row corresponds to a single observation and each column contains n observations of a single feature/variable.

Y

nxr response matrix. Each row corresponds to a single response and each column contains n response of a single feature/response.

lam

tuning parameter

intercept

option to include intercept, defaults to FALSE

standardize

option to standardize the data, defaults to FALSE

...

other options to pass to glmnet

Value

betas, lam


MGallow/statr documentation built on May 7, 2019, 2:04 p.m.