
Interface for selection of optimal parameter for lasso fit
complexity.LASSO.Rd
Determines the optimal value for tuning parameter lambda for a regression model with lasso penalties via cross-validation. Conforming to the calling convention required by argument complexity
in peperr
call.
Details
Function is basically a wrapper around optL1
of package penalized. Calling peperr
, default arguments of optL1
can be changed by passing a named list containing these as argument args.complexity
.
See also
peperr
, optL1