msaenet.tune.ncvreg: Automatic (parallel) parameter tuning for ncvreg models

Description Usage Value Author(s) References

View source: R/msaenet-tune-ncvreg.R

Description

Automatic (parallel) parameter tuning for ncvreg models

Usage

1
2
msaenet.tune.ncvreg(x, y, family, penalty, gammas, alphas, tune, nfolds,
  ebic.gamma, eps, max.iter, seed, parallel, ...)

Value

Optimal model object, parameter set, and criterion value

Author(s)

Nan Xiao <https://nanx.me>

References

Chen, Jiahua, and Zehua Chen. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika 95(3), 759–771.


msaenet documentation built on May 14, 2018, 9:04 a.m.