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.

Install the latest version of this package by entering the following in R:
install.packages("widenet")
AuthorStephan Ritter, Alan Hubbard
Date of publication2013-07-29 21:30:08
MaintainerStephan Ritter <sritter@berkeley.edu>
LicenseGPL (>= 2)
Version0.1-2
http://cran.r-project.org/package=widenet

View on CRAN

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