screen_cv1se.lasso {nethet} | R Documentation |
Cross-validated Lasso screening (lambda.1se-rule)
screen_cv1se.lasso(x, y)
x |
Predictor matrix |
y |
Response vector |
Active-set
n.stadler
screen_cv1se.lasso(matrix(rnorm(5000),50,100),rnorm(50))