mod_penalized: Fits a GLM penalized model using k-fold cross-validation to...

In cottinlola/modeleVariablesAP: Apply models to all variables

Fits a GLM penalized model using k-fold cross-validation to tune the lambda hyperparameter

Description

Fits a GLM penalized model using k-fold cross-validation to tune the lambda hyperparameter

Usage

mod_penalized(
  data,
  x_names = character(),
  y_name,
  alpha = 1,
  type_measure = "mse"
)

Arguments

data	A numeric dataset in matrix-convertible format
x_names	A character vector of explainatory variables names
y_name	A character naming the variable to explain
alpha	A numeric to compromise between ridge (alpha=0) and lasso (alpha=1, default) penalization
type_measure	A character naming the error metric used for the cross-validation (defaults to "mse")

Value

The fitted model

cottinlola/modeleVariablesAP documentation built on April 30, 2022, 7:42 a.m.