adapt: Fit an adaptive lasso model.

Description Usage Arguments Value

Description

This function produces a linear regression model via the adaptive lasso. Given a formula, a data.frame, and a selection.method, adapt will fit a linear model for the predictor in the formula, using the data, that minimizes the selection.method.

Usage

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adapt(formula, data, family = gaussian, weights,
  selection.criterion = c("AIC", "BIC", "AICc", "CV", "CV.overshrink"),
  selectonly = FALSE, na.action = NULL, subset = NULL, offset = NULL,
  ...)

Arguments

formula

symbolic representation of the model variables

data

data.frame containing observations of the covariates and response from the formula

weights

vector of observation weights or the name of the column that gives the observation weights.

selection.criterion

criterion to minimize in selection step of model fitting

selectonly

use the adaptive lasso only for selection, doing coefficient estimation via OLS?

na.action

how to handle NAs in the data

subset

vector indicating which observations to use in model fitting

offset

vector of offsets or the name of the offset variable in the data. The offset is added to the linear predictor for the corresponding observation.

Value

An object of class adapt.


wrbrooks/adapt documentation built on May 4, 2019, 11:58 a.m.