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LASSO Regression

LASSO regression.

Options#

  • data | object (required): object of value arrays. Default: none.
  • y | string (required): outcome variable. Default: none.
  • x | (array<(string|Factor)>|string|Factor) (required): one or more predictor variables. Default: none.
  • quantitative | array<string> (required): array of variables in data that are quantitative. Default: none.
  • lambda | number: regularization parameter. Default: 0.001.
  • intercept | boolean: controls whether to fit a model with an intercept term. Default: true.
  • onPredict | function: callback invoked with predictions and residuals after model fitting. Default: onPredict() {}.

Examples#

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Last updated on by Planeshifter