hit (version 0.4.0)

samp1.lasso.split: Variabel Screening

Description

LASSO function of the HIT algorithem.

Usage

samp1.lasso.split(samp1, x, y, family, alpha, lambda.opt, nfolds, 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.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.