pool_lasso_reg: Use pool lasso regression to do variable selection, If a...
In yoruhyde/grouplasso:
View source: R/pool_lasso_reg.R
Description
Use pool lasso regression to do variable selection,
If a variable has two very stong lags, then delete one of these 2 lag to let more variables in
Usage
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pool_lasso_reg(dep, actual, w, date.var, date.start, date.end, group, data,
indepvar, var.group = var.group, date.group = date.group, is.plot = T,
is.weights = T, is.intercept = T, is.multithread = F,
spec = rep("localhost", 4))
yoruhyde/grouplasso documentation built on May 4, 2019, 5:32 p.m.
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View source: R/pool_lasso_reg.R
Description
Use pool lasso regression to do variable selection, If a variable has two very stong lags, then delete one of these 2 lag to let more variables in
Usage
1 2 3 4 | pool_lasso_reg(dep, actual, w, date.var, date.start, date.end, group, data,
indepvar, var.group = var.group, date.group = date.group, is.plot = T,
is.weights = T, is.intercept = T, is.multithread = F,
spec = rep("localhost", 4))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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