bgs25/SubsetGridRegression: Subset Grid Regression for Lasso, Ridge and Logistic Lasso Regression Models with Potential Prior Information
The user can specify an ordering over the variables to their prior ranking of the variables' importances. Models are fitting over a sequence of subsets of exponentially decreasing size, with variables removed respecting the ordering. If none is supplied, the ordering is implied by the sample columns of the design matrix. Cross-validation routines are also included.
Getting started
Browse package contents
Package details |
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| Author | Benjamin Stokell <b.stokell@statslab.cam.ac.uk>, Rajen Shah <R.Shah@statslab.cam.ac.uk> |
| Maintainer | Benjamin Stokell <b.stokell@statslab.cam.ac.uk> |
| License | GPL (>= 2) |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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