indeplasso: Independent LASSO using summary statistics (a.k.a....

In kulmsc/modLassosum: LASSO with summary statistics and a reference panel

Usage

indeplasso(coef, lambda = exp(seq(log(0.001), log(0.1), length.out = 20)))

Arguments

coef	vector of regression coefficients (r)
lambda	a vector of λs

Details

A function to find the minimum of β in

f(β)=β'β - 2β'r + 2λ||β||_1

where r is the vector of regression coefficients. The analytical solution is given by

\hat{β}=sign(r)(max(|r| - λ))

Value

A list with the following

lambda	Same as lambda in input
beta	A matrix of estimates of β

kulmsc/modLassosum documentation built on May 5, 2019, 9:19 a.m.