.cor

Calculates the correlation between the response and the covariates.
Shrinks the correlation coefficients for each covariate set separately.

internal

Implements sparse regression with paired covariates (<doi:10.1007/s11634-019-00375-6>). The paired lasso is designed for settings where each covariate in one set forms a pair with a covariate in the other set (one-to-one correspondence). For the optional correlation shrinkage, install ashr (<https://github.com/stephens999/ashr>) and CorShrink (<https://github.com/kkdey/CorShrink>) from GitHub (see README).

Armin Rauschenberger

palasso

Sparse Regression with Paired Covariates

.cor function

<dl><dt>y</dt>
<dd>vector of length \(n\)</dd>
<dt>x</dt>
<dd>matrix with \(n\) rows and \(p\) columns</dd>
<dt>args</dt>
<dd>options for paired lasso:
list of arguments
(output from .dims and .args)</dd></dl>

Arguments

Correlation — .cor

<dl>

<dt>y</dt>
<dd>vector of length \(n\)</dd>


<dt>x</dt>
<dd>matrix with \(n\) rows and \(p\) columns</dd>


<dt>args</dt>
<dd>options for paired lasso:
list of arguments
(output from .dims and .args)</dd>

</dl>

.cor: Correlation

Description

Usage

Value

Arguments

Examples