ridge_hw2d: Ridge Regression: Finding Lambda
In brian-d1018/bis557: Brian's BIS 557 Work

This function finds the lambda which gives the lowest loss.

1	ridge_hw2d(form, d, lambda_vals, contrasts = NULL)

`form`	linear model formula
`d`	data frame
`lambda_vals`	the lambda values (regularization parameter)
`contrasts`	optional list of constants for factor variables aka contrast

The minimum loss and the lambda associated with it

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data(iris)
ridge_hw2d(form = Sepal.Length ~ ., d = iris[,-5],
           lambda_vals = 10^seq(-3, 2, length = 200))

brian-d1018/bis557 documentation built on Dec. 17, 2020, 6:21 p.m.

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