cv_elasticnet: Cross validate elastic net tuning parameters

Description Usage Arguments Value

View source: R/elasticnet.R

Description

Cross validate elastic net tuning parameters

Usage

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cv_elasticnet(
  formula,
  data,
  cv.method = "boot632",
  nfolds = 5,
  nrep = 4,
  tunlen = 10,
  folds = NULL,
  crit = c("MAE", "MSE"),
  select = "oneSE"
)

Arguments

formula

a model formula

data

a training data set

cv.method

preferably one of "boot632" (the default), "cv", or "repeatedcv".

nfolds

the number of bootstrap or cross-validation folds to use. defaults to 5.

nrep

the number of repetitions for cv.method = "repeatedcv". defaults to 4.

tunlen

the number of values for the unknown hyperparameter to test. defaults to 10.

folds

a vector of pre-set cross-validation or bootstrap folds from caret::createResample or caret::createFolds.

crit

the criterion by which to evaluate the model performance. must be one of "MAE" (the default) or "MSE".

select

the selection rule to use. Should be one of "best" or "oneSE" (the default).

Value

a train object


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.