hit (version 0.2-2)

samp1.lasso: Variabel Screening

Description

LASSO function of the HIT algorithem.

Usage

samp1.lasso(samp1, x, y, family, alpha, lambda, penalty.factor, n.samp2, ...)

Arguments

samp1

List of index for subsample (mclapply index).

x

Design matrix, of dimension n x p.

y

Vector of quantitative response variable.

family

Distribution family of y.

alpha

Mixing value for elnet.

lambda

A vector of lambda values sorted from large to small where the smallest is the optimal value.

penalty.factor

See glmnet.

n.samp2

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

...

Additional agruments.