Description Usage Arguments Value Author(s)
This function selects the most relevant variables according to a response.
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dataMatrix |
Matrix containing the data, each row is a different sample. |
dataResponse |
response associated to the data. |
nbFolds |
number of folds in the cross validation. |
loss |
either "logistic" (binary response) or "linear" (quantitative response). |
plot |
If TRUE plot cross-validation mean squared error (default=TRUE). |
pkg |
Either "HDPenReg" or "spikeslab". Ued package in linear case. |
... |
spplementary arguments for cv.glmnet function in case of logistic loss or for HDlars or spikeslab function for linear loss. |
a list containing
A vector containing the index of all selected variables.
A vector containing the coefficients of all selected variables.
Intercept of the model.
Quentin Grimonprez
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