post_lasso: post-selection estimation
In zhan-gao/LasForecast: Time series linear predictive regression
post_lasso R Documentation
post-selection estimation
Description
post-selection estimation
Usage
post_lasso(x, y, coef.est, intercept = TRUE, scalex = FALSE)
Arguments
x
Predictor matrix (n-by-p matrix)
y
Response variable
coef.est
shrinkage estimation results
intercept
A boolean: include an intercept term or not
Value
A list contains estimated intercept and slope
ahat
Estimated intercept
bhat
Estimated slope
Examples
post_lasso(x,y,coef.est)
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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| post_lasso | R Documentation |
post-selection estimation
Description
post-selection estimation
Usage
post_lasso(x, y, coef.est, intercept = TRUE, scalex = FALSE)
Arguments
x |
Predictor matrix (n-by-p matrix) |
y |
Response variable |
coef.est |
shrinkage estimation results |
intercept |
A boolean: include an intercept term or not |
Value
A list contains estimated intercept and slope
ahat |
Estimated intercept |
bhat |
Estimated slope |
Examples
post_lasso(x,y,coef.est)
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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