CV_logisticc: CV Logisticc (c++)

Description Usage Arguments Value

View source: R/RcppExports.R

Description

Computes the coefficient estimates for logistic regression. ridge regularization and bridge regularization optional. This function is to be used with the "logisticc" function.

Usage

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CV_logisticc(X, y, lam = 0L, alpha = 0L, penalty = "none",
  intercept = TRUE, method = "IRLS", tol = 1e-05, maxit = 10000,
  vec = 0L, init = 0L, criteria = "logloss", K = 5L)

Arguments

X

matrix

y

matrix or vector of response values 0,1

lam

vector of tuning parameters for ridge regularization term. Defaults to 'lam = 0'

alpha

vector of tuning parameters for bridge regularization term. Defaults to 'alpha = 1.5'

penalty

choose from c('none', 'ridge', 'bridge'). Defaults to 'none'

intercept

Defaults to TRUE

method

optimization algorithm. Choose from 'IRLS' or 'MM'. Defaults to 'IRLS'

tol

tolerance - used to determine algorithm convergence. Defaults to 1e-5

maxit

maximum iterations. Defaults to 1e5

vec

optional vector to specify which coefficients will be penalized

init

optional initialization for MM algorithm

criteria

specify the criteria for cross validation. Choose from c("mse", "logloss", "misclass"). Defauls to "logloss"

K

specify number of folds in cross validation, if necessary

Value

returns best lambda, best alpha, and cross validation errors


MGallow/logitr documentation built on June 26, 2018, 5:10 a.m.