Description Usage Arguments Value See Also
Call LassoSig
for multiple response variables
1 2 3 | GeneralLassoSig(Y, X, B = 100, s = c("lambda.min", "lambda.1se", "halfway",
"usefixed"), gamma.min = 0.05, fixedP = NULL, include = NULL,
nfolds = 10, intercept = TRUE)
|
Y |
Response matrix for general regression with |
X |
Design matrix |
B |
Number of times to partition the sample |
s |
The value of lambda to use in lasso. Can be:
|
include |
Set of predictors to be force-included in OLS analysis |
gamma.min |
Lower bound for gamma in the adaptive search for the best p-value (default 0.05) |
fixedP |
The fixed number of parameters to use (if |
nfolds |
Number of folds of cross-validation in the glmnet n-fold crossvalidation |
intercept |
Whether to include an intercept in the OLS regression (default = |
An n-by-m matrix of p-values for n predictors and m response variables
LassoSig
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