hit (version 0.4.0)

samp1.lambda.overall: Cross-validation of LASSO penenlty lambda

Description

Cross-validation of LASSO penenlty lambda.

Usage

samp1.lambda.overall(x, y, family, alpha, lambda.opt, nfolds, penalty.factor, n.samp2, ...)

Arguments

x

Design matrix, of dimension n x p.

y

Vector of quantitative response variable.

family

Distribution family of y.

alpha

A single value n the range of 0 to 1 for the elastic net mixing parameter.

lambda.opt

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

nfolds

Number of folds (default is 10). See

penalty.factor

See glmnet.

n.samp2

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

...

Additional agruments.