\name{lasso} \alias{lasso} \title{ lasso } \description{ Lasso penalized linear regression with different optimizers } \usage{ lasso(y, ...) } \arguments{ \item{y}{A list object of one of the four classes: 'cv', 'stability', 'multiSplit', and 'simultaneous'. If x is NULL then y should a list of two components y and x, y is a vector of expression and x is a matrix containing copy number variables} \item{...}{other parameters} } \details{ The function contains various optimization methods for Lasso inference, such as cross-validation, randomised lasso, simultaneous lasso etc. It is specifically designed for multicollinear predictor variables. } \value{ Varied depending on the optimizer used. Generally it contains \item{beta}{coefficients} \item{residuals}{residuals of regression model} \item{fit}{the corresponding fit of regression} } \references{ Goeman, J. J. (2009), L1 penalized estimation in the cox proportional hazards model, Biometrical Journal. N. Meinshausen and P. Buehlmann (2010), Stability Selection (with discussion), Journal of the Royal Statistical Society, Series B, 72, 417-473. Nicolai Meinshausen, Lukas Meier and Peter Buehlmann (2009), P-values for high-dimensional regression. Journal of the American Statistical Association, 104, 1671-1681. } \author{ Yinyin Yuan } \seealso{matrixLasso } \examples{ data(chin07) data <- list(y=chin07$ge[1,], x=t(chin07$cn)) class(data) <- 'cv' res <- lasso(data) }