lasso_best_lamda: Get best lamda by perform multiple round lasso-sv...

In ProfessionalFarmer/loonR: Common function in bioinformatics analysis

Get best lamda by perform multiple round lasso-sv https://web.stanford.edu/~hastie/glmnet/glmnet_alpha.html#log https://stackoverflow.com/questions/62170965/looping-cv-glmnet-and-get-the-best-coefficients

Description

Get best lamda by perform multiple round lasso-sv https://web.stanford.edu/~hastie/glmnet/glmnet_alpha.html#log https://stackoverflow.com/questions/62170965/looping-cv-glmnet-and-get-the-best-coefficients

Usage

lasso_best_lamda(
  d.matrix,
  group,
  family = "binomial",
  type.measure = "auc",
  nfolds = 5,
  nreps = 100,
  scale = TRUE,
  seed = 66
)

Arguments

d.matrix	Row is sample
family	Default binomial
type.measure	class, auc, deviance, mae. “deviance” uses actual deviance. “mae” uses mean absolute error. “class” gives misclassification error. “auc” (for two-class logistic regression ONLY) gives area under the ROC curve.
nfolds	Default 5
nreps	Default 1000
scale	Default TRUE

ProfessionalFarmer/loonR documentation built on Oct. 9, 2024, 9:56 p.m.