screen_cv1se.lasso {nethet}R Documentation

Cross-validated Lasso screening (lambda.1se-rule)

Description

Cross-validated Lasso screening (lambda.1se-rule)

Usage

screen_cv1se.lasso(x, y)

Arguments

x

Predictor matrix

y

Response vector

Value

Active-set

Author(s)

n.stadler

Examples

screen_cv1se.lasso(matrix(rnorm(5000),50,100),rnorm(50))

[Package nethet version 1.24.0 Index]