dewittpe/ensr: Elastic Net SearcheR

Elastic net regression models are controlled by two parameters, lambda, a measure of shrinkage, and alpha, a compromise between ridge and lasso regression. glmnet provides tools for selecting lambda via cross validation but no automated methods for selection of alpha. Elastic Net SearcheR automate the selection of both lambda and alpha.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.0.0.9000
URL https://github.com/dewittpe/ensr
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("dewittpe/ensr")
dewittpe/ensr documentation built on Dec. 8, 2018, 12:13 a.m.