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LassoExamples

LassoFunctions.R - wrappers for soft-thresholding function, objective function and simple coordinate descent with fixed number of iterations and p=2

Example1.R - small LASSO example with p=2 (no scaling, no intercept)

Example2.R - small LASSO example with p=2 (requires scaling, no intercept)

Example3.R - small LASSO example with p=2 (requires both centering and scaling)

CVforRidge_Starter.R - small ridge example to practice CV splits