microLASSO {MiscMath} | R Documentation |
Simplest Case of LASSO Regression
Description
Simple linear regression estimators for slope, intercept and noise standard deviation with absolute value penalty on slope.
Usage
microLASSO(x, y, lambda)
Arguments
x |
a numeric vector of covariate values |
y |
a numeric vector of response values |
lambda |
a numeric constant which should be nonnegative |
Value
a list consisting of
Coefficients |
a numeric vector containing intercept and slope estimates |
RMSE |
a numeric constant containing the (penalized) maximum likelihood estimate of the noise standard deviation |
Examples
x <- runif(30)
y <- x + rnorm(30)
microLASSO(x, y, lambda = 0.5)
[Package MiscMath version 1.1 Index]