## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ---- eval = F---------------------------------------------------------------- # install.packages("higlasso") ## ---- eval = F---------------------------------------------------------------- # # install.packages("devtools") # devtools::install_github("umich-cphds/higlasso") ## ---- eval = T---------------------------------------------------------------- library(higlasso) set.seed(48109) X <- as.matrix(higlasso.df[, paste0("V", 1:7)]) Y <- higlasso.df$Y Z <- matrix(1, nrow(X)) # This can take a bit of time, so we run the example with nondefault # parameters to speed up the process fit <- cv.higlasso(Y, X, Z) print(fit)