bolasso_impl: Low level bolasso implementation

In david26694/bolasso: Bolasso

Description

Low level bolasso implementation

Usage

bolasso_impl(predictors, outcome, n_bootstraps = 100,
  threshold_selection = 0.5, ...)

Arguments

predictors	A numeric tibble of predictors.
outcome	A tibble with outcome

Details

First, we use rsample to generate bootstrap samples. Then, bolasso for variable selection. And finally, ridge regression on the selected variables. The selected variavbles are the ones appearing more than threshold_selection times and that have consistent signs (that is, when selected, the sign of the coefficient is always the same).

david26694/bolasso documentation built on Nov. 4, 2019, 9:43 a.m.