Interface function for fitting a generalised linear model with the lasso

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

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.

Value

penfit object

Details

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

See also

peperr, penalized