SL.hal: Highly Adaptive Lasso

Description Usage Arguments

Description

SuperLearner wrapper for hal.

Usage

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SL.hal(Y, X, newX, family = gaussian(), verbose = TRUE,
  obsWeights = rep(1, length(Y)), nfolds = ifelse(length(Y) <= 100, 20, 10),
  nlambda = 100, useMin = TRUE, ...)

Arguments

Y

A numeric of outcomes

X

A data.frame of predictors

newX

Optional data.frame on which to return predicted values

family

Needs to have a character object in family$family as required by SuperLearner

verbose

A boolean indicating whether to print output on functions progress

obsWeights

Optional vector of observation weights to be passed to cv.glmnet

nfolds

Number of CV folds passed to cv.glmnet

nlambda

Number of lambda values to search across in cv.glmnet

useMin

Option passed to cv.glmnet, use minimum risk lambda or 1se lambda (more penalization)

...

Any other arguments to pass-through to hal()


benkeser/halplus documentation built on May 12, 2019, noon