ensr: Elastic Net SearcheR

In ensr: Elastic Net SearcheR

Description

Search a grid of values of alpha and lambda for minimum mean CV error

Usage

ensr(x, y, alphas = seq(0, 1, length = 10), nlambda = 100L,
  standardize = TRUE, nfolds = 10L, foldid, ...)

Arguments

x	x matrix as in glmnet.
y	response y as in glmnet.
alphas	a sequence of alpha values
nlambda	The number of lambda values - default is 100.
standardize	Logical flag for x variable standardization, prior to fitting the model sequence. The coefficients are always returned on the original scale. Default is standardize=TRUE. If variables are in the same units already, you might not wish to standardize. See details below for y standardization with family="gaussian".
nfolds	number of folds - default is 10. Although nfolds can be as large as the sample size (leave-one-out CV), it is not recommended for large datasets. Smallest value allowable is nfolds=3
foldid	an optional vector of values between 1 and nfold identifying what fold each observation is in. If supplied, nfold can be missing.
...	Other arguments that can be passed to glmnet

ensr documentation built on May 1, 2019, 8:56 p.m.