fit.LASSO {peperr} | R Documentation |
Interface for fitting survival models with the lasso, conforming to the requirements of argument fit.fun
in peperr
call.
fit.LASSO(response, x, cplx, ...)
response |
response. Could be numeric vector for linear regression, Surv object for Cox regression or a binary vector for logistic regression. |
x |
n*p matrix of covariates. |
cplx |
LASSO penalty. lambda1 of penalized call. |
... |
additional arguments passed to penalized call. |
Function is basically a wrapper around function penalized
of package penalized
.
penfit object
peperr
, penalized