complexity.LASSO {peperr} | R Documentation |
Determines the optimal value for tuning parameter lambda for a regression model with lasso penalties via cross-validation. Conforming to the calling convention required by argument complexity
in peperr
call.
complexity.LASSO(response, x, full.data, ...)
response |
a survival object (Surv(time, status) ). |
x |
n*p matrix of covariates. |
full.data |
data frame containing response and covariates of the full data set. |
... |
additional arguments passed to optL1 of package penalized call. |
Function is basically a wrapper around optL1
of package penalized. Calling peperr
, default arguments of optL1
can be changed by passing a named list containing these as argument args.complexity
.
Scalar value giving the optimal value for lambda.
peperr
, optL1