widenet: Penalized Regression with Polynomial Basis Expansions

Extends the glmnet and relaxnet packages with polynomial basis expansions. Basis expansion is applied to the predictors and a subset of the basis functions is chosen using relaxnet. Predictors may be screened using correlation or t-tests. Screening is done separately within cross-validation folds. Cross-validation may be used to select the order of basis expansion and alpha, the elastic net tuning parameter.

Getting started

Package details

AuthorStephan Ritter, Alan Hubbard
MaintainerStephan Ritter <sritter@berkeley.edu>
LicenseGPL (>= 2)
URL http://cran.r-project.org/package=widenet
Package repositoryView on CRAN
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widenet documentation built on May 2, 2019, 2:10 p.m.