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SubgradientL1Regression solves y approx x beta
wmat<-subgradientL1Regression( y, x, s=0.01, percentvals=0.1 , nits=100, betas=NA )
outcome variable
predictor matrix
output has a list of summary items
# NOT RUN { mat<-replicate(1000, rnorm(200)) y<-rnorm(200) wmat<-subgradientL1Regression( y, mat, percentvals=0.05 ) print( wmat$resultcorr ) # }
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