lol-package {lol} | R Documentation |
Various optimization methods for Lasso inference with matrix wrapper.
Package: | lol |
Type: | Package |
Version: | 0.99.0 |
Date: | 2011-04-02 |
License: | GPL-2 |
LazyLoad: | yes |
Yinyin Yuan Maintainer: Yinyin Yuan <yy341@cam.ac.uk>
Goeman, J. J. (2009), L1 penalized estimation in the cox proportional hazards model. Biometrical Journal. N. Meinshausen and P. Buehlmann (2010), Stability Selection (with discussion), Journal of the Royal Statistical Society, Series B, 72, 417-473.
lasso, matrixLasso
data(chin07) data <- list(y=t(chin07$ge), x=t(chin07$cn)) res <- matrixLasso(data, method='cv', nFold=5) res