Interface for selection of optimal parameter for lasso fit

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.

complexity.LASSO(response, x, full.data, ...)

Arguments

response	a survival object (Surv(time, status)).
x	n*p matrix of covariates.
full.data	data frame containing response and covariates of the full data set.
...	additional arguments passed to optL1 of package penalized call.

Value

Scalar value giving the optimal value for lambda.

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