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.
|Author||Stephan Ritter, Alan Hubbard|
|Maintainer||Stephan Ritter <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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