add_intercept

<code>add_intercept</code> adds an intercept to a matrix.

internal

Provides tools for cross-validated Lasso and Post-Lasso estimation.
Built on top of the 'glmnet' package by Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>,
the main function plasso() extends the standard 'glmnet' output with coefficient paths
for Post-Lasso models, while cv.plasso() performs cross-validation for both Lasso
and Post-Lasso models and different ways to select the penalty parameter lambda as discussed in Knaus (2021) <doi:10.1111/rssa.12623>.

Knaus Michael C.

plasso

Cross-Validated Post-Lasso

Michael C. Knaus

Stefan Glaisner

add_intercept function

<dl><dt>mat</dt>
<dd>Any matrix (with column names).</dd></dl>

Arguments

Adds an intercept to a matrix — add_intercept

<dl>

<dt>mat</dt>
<dd>Any matrix (with column names).</dd>

</dl>

add_intercept: Adds an intercept to a matrix

Description

Usage

Value

Arguments