MPA.lars: Lars algorithm

In MPAlars: lars algorithm

Description

lars algorithm

Usage

  MPA.lars(X, y, maxSteps = 3 * min(dim(X)),
    eps = .Machine$double.eps^0.5, verbose = FALSE)

Arguments

X	the matrix (of size n*p) of the covariates.
y	a vector of length n with the response.
maxSteps	Maximal number of steps for lars algorithm.
eps	Tolerance of the algorithm.
verbose	If TRUE print details during the process.

Value

An object of type LarsPath.

Author(s)

Quentin Grimonprez

Examples

dataset=MPA.simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2))
result=MPA.lars(dataset$data,dataset$response)

MPAlars documentation built on May 2, 2019, 5:47 p.m.