Custom Lasso implementation for matrices of indicator functions

Custom Lasso implementation for matrices of indicator functions

lassi(
  x,
  y,
  lambdas = NULL,
  nlambda = 100,
  lambda_min_ratio = 0.01,
  center = FALSE
)

Arguments

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 NULL.

nlambda

number of lambdas to fit.

lambda_min_ratio

ratio of largest to smallest lambda to fit.

center

...