Determines the optimal value for tuning parameter lambda for a regression model with lasso penalties via cross-validation. Conforming to the calling convention required by argument complexity in peperr call.
complexity.LASSO(response, x, full.data, ...)a survival object (Surv(time, status)).
n*p matrix of covariates.
data frame containing response and covariates of the full data set.
additional arguments passed to optL1 of package penalized call.
Scalar value giving the optimal value for lambda.
Function is basically a wrapper around optL1 of package penalized. Calling peperr, default arguments of optL1 can be changed by passing a named list containing these as argument args.complexity.
peperr, optL1