Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
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Appendix A<br />
R Codes<br />
A.1 Simulation code for <strong>the</strong> <strong>Lasso</strong> in a low dimensional setting<br />
library(mnormt);<br />
library(lars);<br />
library(Matrix);<br />
rm(list=ls(all=TRUE));<br />
set.seed(1);<br />
################################<br />
###### Setting parameters ######<br />
p