plot.relaxo

type

main

xlab

ylab

 Which values of the relaxation parameter phi should be plotted? 

plotphi

 Arguments passed on to the plot function 


Plot of Relaxed Lasso solutions for various relaxation parameters


 models

Relaxed Lasso is a generalisation of the Lasso shrinkage
technique for linear regression. Both variable selection and
parameter estimation is achieved by regular Lasso, yet both
steps do not necessarily use the same penalty parameter. The
results include all standard Lasso solutions but allow often
for sparser models while having similar or even slightly better
predictive performance if many predictor variables are present.
The package depends on the LARS package.

plot.relaxo: Plot of a Relaxed Lasso Object

Description

Usage

Arguments

Value

References