Re: [R] relative L1 bound

by the way 0.44 is the optimal choice of lasso constrain. -- View this message in context: http://r.789695.n4.nabble.com/relative-L1-bound-tp4504620p4504678.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing

[R] relative L1 bound

In the package lasso2, there is a Prostate Data. To find coefficients in the prostate cancer example we could impose L1 constraint on the parameters. code is: data(Prostate) p.mean <- apply(Prostate, 5,mean) pros <- sweep(Prostate, 5, p.mean, "-") p.std <- apply(pros, 5, var) pros <- sweep(pr