rqPen (version 2.2.2)

lasso: Lasso

Description

LASSO penalty function.

Usage

lasso(x,lambda)

Arguments

x

Number to be evaluated

lambda

Tuning parameter lambda

Value

lambda*abs(x)

References

[1] Tibshirani, R. (1996). Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society. Series B, 58, 267--288.

Examples

# NOT RUN {
lasso(3,1)
lasso(-3,1)
lasso(-3,2)
# }