A simple analysis of the Leekasso vs. the Lasso for prediction.
To run the code start R, set your working directory to the leekasso folder and type:
source("leekasso.R")The R packages glmnet, lars, fields, sva
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Simulation code was written by Jeff Leek @simplystats, @leekgroup.
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The functions in debiasLasso.R were written by Noah Simon.