cvDesparse | R Documentation |
Select the optimal tuning for bootstrap-calibrated desparsified Lasso
cvDesparse(y, x, r = NULL, G = NULL, B = NULL, fold = 3)
y |
response |
x |
design matrix |
r |
candidate tuning parameters |
G |
indices of subgroups |
B |
bootstrap repetitions |
fold |
number of folds in cross-validation |
op |
optimal tuning parameter |
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