Local_fit.Rd
Fits lasso and derives summary statistics at each local site.
Local_fit(Y, X, lambda_lst = NULL)
Y | Individual response vector. |
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X | Individual covariates matrix. |
lambda_lst | Candidate set of tuning parameters. Default value is range in glmnet. |
hessian: Derived Hessian matrix.
gradient: Derived gradient vector.
beta: Local lasso estimator.