hit (version 0.1-0)

samp1.lasso: Variabel Screening

Description

LASSO function of the HIT algorithem.

Usage

samp1.lasso(samp1, x, y, n.samp2, lambda.opt, penalty.factor, nfolds, ...)

Arguments

samp1

List of index for subsample (mclapply index).

x

Design matrix, of dimension n x p.

y

Vector of quantitative response variable.

n.samp2

Number of individuals in samp2 which is the max. for non zero coefficients.

lambda.opt

Criterion for optimum selection of cross validated lasso. Either 'lambda.min' (default) or 'lambda.1se'. See cv.glmnet for more details.

penalty.factor

See glmnet.

nfolds

Number of folds (default is 10), see cv.glmnet for more details.

...

Additional agruments