{"provider_name":"Hatena Blog","published":"2016-03-11 01:33:38","blog_url":"https://kato-kohaku-0.hatenablog.com/","type":"rich","author_name":"kato-satoshi-0","width":"100%","blog_title":"\u7425\u73c0\u8272\u5451\u3093\u3060\u304f\u308c\u5099\u5fd8\u9332","version":"1.0","url":"https://kato-kohaku-0.hatenablog.com/entry/2016/03/11/013338","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fkato-kohaku-0.hatenablog.com%2Fentry%2F2016%2F03%2F11%2F013338\" title=\"\u201crigorous\u201d lasso\u3092\u8a66\u3057\u3066\u307f\u305f - \u7425\u73c0\u8272\u5451\u3093\u3060\u304f\u308c\u5099\u5fd8\u9332\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","description":"High-Dimensional Metrics in R CRAN - Package hdm \u3084\u308a\u305f\u304b\u3063\u305f\u3053\u3068\uff1d oracle property\u4fdd\u8a3c\u306elasso\u3067\u5909\u6570\u9078\u629e(n\uff1cp) \u5f97\u305f\u3082\u306e\uff1d \u901f\u3044\u3001\u4e00\u81f4\u6027\u306f\u305d\u308c\u3063\u307d\u3044\u3002 \u3084\u308a\u305f\u3044\u3053\u3068\uff1d \u307b\u304b\u306e\u30d1\u30c3\u30b1\u30fc\u30b8\u3068\u306e\u6bd4\u8f03\u3001\u8a3c\u660e\u90e8\u5206\u8aad\u3080\u3002 \u4ee5\u4e0b\u3001\u8a66\u3057\u305f\u304b\u3063\u305f\u90e8\u5206\u3060\u3051\uff1a # install.packages(\"hdm\") require(hdm) set.seed(1) ### modified from example(rlasso) ---------------- n <- 100 # sample size p <- 1500 # number\u2026","author_url":"https://blog.hatena.ne.jp/kato-satoshi-0/","provider_url":"https://hatena.blog","categories":[],"image_url":null,"title":"\u201crigorous\u201d lasso\u3092\u8a66\u3057\u3066\u307f\u305f","height":"190"}