time_lag_matrix

<p>A matrix of predictors, where the rows are the samples and the columns are the predictors</p>

maxlag

<p>Build the time lag matrix for the data matrix x.</p>

Ordered lasso and time-lag sparse regression. Ordered Lasso fits a
linear model and imposes an order constraint on the coefficients. It writes
the coefficients as positive and negative parts, and requires positive
parts and negative parts are non-increasing and positive. Time-Lag Lasso
generalizes the ordered Lasso to a general data matrix with multiple
predictors. For more details, see Suo, X.,Tibshirani, R., (2014) 'An
Ordered Lasso and Sparse Time-lagged Regression'.

time_lag_matrix: time_lag_matrix

Description

Usage

Arguments