indeplasso: Independent LASSO using summary statistics (a.k.a....
In tshmak/lassosum: LASSO with summary statistics and a reference panel

Independent LASSO using summary statistics (a.k.a. soft-thresholding)

1 2	indeplasso(coef, lambda = exp(seq(log(0.001), log(0.1), length.out = 20)))

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

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))

A list with the following

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

tshmak/lassosum documentation built on Sept. 24, 2020, 9:41 a.m.

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