screen_cvfix.lasso {nethet} | R Documentation

## Cross-validated Lasso screening and upper bound on number of predictors.

### Description

Cross-validated Lasso screening and upper bound on number of predictors

### Usage

    screen_cvfix.lasso(x, y, no.predictors = 10)

### Arguments

`x` | Predictor matrix.
`y` | Response vector.
`no.predictors` | Upper bound on number of active predictors,

### Details

Computes Lasso coefficients (cross-validation optimal lambda). Truncates smalles coefficients to zero such that there are no more than no.predictors non-zero coefficients

### Value

Active-set.

### Author(s)

n.stadler

### Examples

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

[Package nethet version 1.24.0 Index]