find_Xse_ind

<code>find_Xse_ind</code> is a helper function that finds the position for prespecified SE rules.

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

find_Xse_ind function

<dl><dt>CV</dt>
<dd>Vector of cross-validated criterion</dd>
<dt>ind_min</dt>
<dd>Index of cross-validated minimum</dd>
<dt>oneSE</dt>
<dd>Vector that contains the standard errors of the cross-validated criterion for the whole grid</dd>
<dt>factor</dt>
<dd>Factor in which direction to go: Negative values favor smaller models, positive values favor larger models</dd></dl>

Arguments

Helper function to find the position for prespecified SE rules — find_Xse_ind

<dl>

<dt>CV</dt>
<dd>Vector of cross-validated criterion</dd>


<dt>ind_min</dt>
<dd>Index of cross-validated minimum</dd>


<dt>oneSE</dt>
<dd>Vector that contains the standard errors of the cross-validated criterion for the whole grid</dd>


<dt>factor</dt>
<dd>Factor in which direction to go: Negative values favor smaller models, positive values favor larger models</dd>

</dl>

find_Xse_ind: Helper function to find the position for prespecified SE rules

Description

Usage

Value

Arguments