plot.sqrtlasso

An object with S3 class <code>"sqrtlasso"</code>.

Arguments to be passed to methods.

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Visualize the solution path of regression estimate corresponding to regularization paramters.

Computationally efficient tools for fitting generalized linear model with convex or non-convex penalty. Users can enjoy the superior statistical property of non-convex penalty such as SCAD and MCP which has significantly less estimation error and overfitting compared to convex penalty such as lasso and ridge. Computation is handled by multi-stage convex relaxation and the PathwIse CAlibrated Sparse Shooting algOrithm (PICASSO) which exploits warm start initialization, active set updating, and strong rule for coordinate preselection to boost computation, and attains a linear convergence to a unique sparse local optimum with optimal statistical properties. The computation is memory-optimized using the sparse matrix output.

plot.sqrtlasso: Plot Function for "sqrtlasso"

Description

Usage

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See Also