Estimating the Error Variance in a High-Dimensional Linear Model
Get the two (theoretical) values of lambdas used in the organic lasso
Get the two (theoretical) values of lambdas used in scaled lasso
Generate sparse linear model and random samples
natural: Natural and Organic lasso estimates of error variance in high...
Cross-validation for natural lasso
Fit a linear model with natural lasso
Error standard deviation estimation using organic lasso
Cross-validation for organic lasso
Fit a linear model with organic lasso
Solve organic lasso problem with a single value of lambda The lambda v...
plot a natural.cv object
plot a natural.path object
print a natural.path object
Standardize the n -by- p design matrix X to have column means zero and...
Implementation of the two error variance estimation methods in high-dimensional linear models of Yu, Bien (2017) <arXiv:1712.02412>.