samp1.lambda.overall: Cross-validation of LASSO penenlty lambda

In QTCAT/hit: Hierarchical Inference Testing

Description

Cross-validation of LASSO penenlty lambda.

Usage

samp1.lambda.overall(x, y, family, alpha, lambda.opt, nfolds, penalty.factor,
  n.samp2, ...)

Arguments

x	Design matrix, of dimension n x p.
y	Vector of quantitative response variable.
family	Distribution family of y.
alpha	A single value n the range of 0 to 1 for the elastic net mixing parameter.
lambda.opt	Criterion for optimum selection of cross-validated lasso. Either "lambda.1se" (default) or "lambda.min". See cv.glmnet for more details.
nfolds	Number of folds (default is 10). See
penalty.factor	See glmnet.
n.samp2	Number of individuals in samp2 which is the max. for non zero coefficients.
...	Additional agruments.

QTCAT/hit documentation built on May 8, 2019, 3:48 a.m.