Nothing
cv.enetLTS <- function(index=NULL, family=c("gaussian","binomial","multinomial"), xx, yy, alphas, lambdas,
nfold=5, repl=1, ncores=NA, plot=TRUE)
{
# require(ggplot2)
family <- match.arg(family)
if (!is.null(index) & !is.array(index)){
stop("index has to be an array")
}
alphas <- sort(alphas)
wh <- (alphas<0 | alphas>1)
if (sum(wh)>0) stop("alphas can take the values only between 0 and 1")
alphas <- as.double(alphas)
if (missing(lambdas) & family=="gaussian"){
l0 <- robustHD::lambda0(xx, yy, normalize=TRUE, intercept=TRUE)
lambdas <- seq(l0, 0, by=-0.025*l0)
} else if (missing(lambdas) & family=="binomial"){
l0 <- lambda00(xx, yy, normalize=TRUE, intercept=TRUE)
lambdas <- seq(l0, 0, by=-0.025*l0)
} else if (missing(lambdas) & family=="multinomial"){
lambdas <- seq(from=0.005,to=0.3,by=0.005)
}
ncores <- rep(ncores, length.out=1)
if (is.na(ncores)) ncores <- detectCores() # use all available cores
if (!is.numeric(ncores) || is.infinite(ncores) || ncores < 1) {
ncores <- 1 # use default value
warning ("invalid value of 'ncores'; using default value")
} else ncores <- as.integer(ncores)
# check whether parallel computing should be used
haveNCores <- ncores > 1
if (haveNCores) {
if (.Platform$OS.type == "windows") {
cl <- makePSOCKcluster(rep.int("localhost", ncores))
} else cl <- makeForkCluster(ncores)
on.exit(stopCluster(cl))
}
if (repl<=0) stop ("repl has to be a positive number")
output <- switch(family,
"gaussian" = cv.gaussian.enetLTS(index, xx, yy, alphas, lambdas,
nfold, repl, ncores, plot),
"binomial" = cv.binomial.enetLTS(index, xx, yy, alphas, lambdas,
nfold, repl, ncores, plot),
"multinomial" = cv.multinom.enetLTS(index, xx, yy, alphas, lambdas,
nfold, repl, ncores, plot)
)
}
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