lol (version 1.20.0)

lol-package: Lots of Lasso

Description

Various optimization methods for Lasso inference with matrix wrapper.

Details

Package:

lol

Type:

Package

Version:

0.99.0

Date:

2011-04-02

License:

GPL-2

LazyLoad:

yes

References

Goeman, J. J. (2009), L1 penalized estimation in the cox proportional hazards model. Biometrical Journal. N. Meinshausen and P. Buehlmann (2010), Stability Selection (with discussion), Journal of the Royal Statistical Society, Series B, 72, 417-473.

See Also

lasso, matrixLasso

Examples

data(chin07)
data <- list(y=t(chin07$ge), x=t(chin07$cn))
res <- matrixLasso(data, method='cv', nFold=5)
res