fit.LASSO {peperr}

Interface function for fitting a generalised linear model with the lasso

Description

Interface for fitting survival models with the lasso, conforming to the requirements of argument fit.fun in peperr call.

Usage

fit.LASSO(response, x, cplx, ...)

Arguments

response

response. Could be numeric vector for linear regression, Surv object for Cox regression or a binary vector for logistic regression.

x

n*p matrix of covariates.

cplx

LASSO penalty. lambda1 of penalized call.

...

additional arguments passed to penalized call.

Details

Function is basically a wrapper around function penalized of package penalized.

Value

penfit object

See Also

peperr, penalized