screen_cvtrunc.lasso {nethet} | R Documentation

## Cross-validated Lasso screening and additional truncation.

### Description

Cross-validated Lasso screening and additional truncation.

### Usage

    screen_cvtrunc.lasso(x, y, k.trunc = 5)

### Arguments

`x` | Predictor matrix.
`y` | Response vector.
`k.trunc` | Truncation constant="number of samples per predictor" (default=5).

### Details

Computes Lasso coefficients (cross-validation optimal lambda). Truncates smallest coefficients to zero, such that there are no more than n/k.trunc non-zero coefficients.

### Value

Active-set.

### Author(s)

n.stadler

### Examples

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

[Package nethet version 1.26.0 Index]