search for: lasso_r

...dim(X1) #[1] 50 49 X2<-X1[2:dim(X1)[1],] # new X2 is constructed dim(X2) #[1] 49 49 y<-as.matrix(X1[1,]) # Now first row of the X1 acts a response vector dim(y) # [1] 49 1 # application of LASSO regression where y is response and X2 is a design matrix data1<-data.frame(y,X2=I(X2)) lasso_res=lassoCV(y~X2,data=data1,K=10,fraction=seq(0.1,1,by=0.1),use.Gram=FALSE) # to get optimum value of Cross Validation lasso_coef=lassocoef(y~X2,data=data1,sopt=lasso_res$sopt,use.Gram=FALSE) # to get the coefficients [[alternative HTML version deleted]]