Custom Lasso implementation for matrices of indicator functions
lassi( x, y, lambdas = NULL, nlambda = 100, lambda_min_ratio = 0.01, center = FALSE )
| x | The covariate matrix |
|---|---|
| y | The outcome vector |
| lambdas | A sequence of values for the L1 regularization parameter
(lambda) to be used in fitting the LASSO. Defaults to |
| nlambda | number of lambdas to fit. |
| lambda_min_ratio | ratio of largest to smallest lambda to fit. |
| center | ... |