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lasso_coef
2009 Jun 13
2
How to write loop
...he 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
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