\name{lasso.cv} \alias{lasso.cv} \title{ Cross validation optimizer for lasso } \description{ Cross validation lasso. This function optimizes the lasso solution for correlated regulators by an algorithm. this algorithm chooses the minimum lambda since the penalized package by default use 0 for the minimum, which sometimes take a long time to compute } \usage{ lasso.cv(y, x=NULL, lambda1=NULL, model='linear', steps=15, minsteps=5, log=TRUE, track=FALSE, standardize= FALSE, unpenalized=~0, nFold=10, nMaxiter = Inf, ...) } \arguments{ \item{y}{A vector of gene expression of a probe, or a list object if x is NULL. In the latter case 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{x}{Either a matrix containing CN variables or NULL} \item{lambda1}{ minimum lambda to use} \item{model}{which model to use, one of "cox", "logistic", "linear", or "poisson". Default to 'linear'} \item{steps}{ parameter to be passed to penalized } \item{minsteps}{ parameter to be passed to penalized } \item{log}{ parameter to be passed to penalized } \item{track}{ parameter to be passed to penalized } \item{standardize}{ parameter to be passed to penalized } \item{unpenalized}{ parameter to be passed to penalized } \item{nFold}{ parameter to be passed to penalized } \item{nMaxiter}{ parameter to be passed to penalized } \item{...}{other parameter to be passed to penalized } } \value{ A list object of class 'lol', consisting of: \item{fit}{The final sparse regression fit} \item{beta}{the coefficients, non-zero ones are significant} \item{lambda}{the penalty parameter lambda used} \item{residuals}{regression residuals} \item{conv}{logical value indicating whether the optimization has converged} } \references{ Goeman, J. J. (2009), L1 penalized estimation in the cox proportional hazards model, Biometrical Journal. } \author{ Yinyin Yuan } \seealso{lasso } \examples{ data(chin07) data <- list(y=chin07$ge[1,], x=t(chin07$cn), nFold=5) res <- lasso.cv(data) res }