README.md

In dewittpe/ensr: Elastic Net SearcheR

ensr: Elastic Net SearcheR

Elastic Net regression models combine both the L1 and L2 penalties of lasso and ridge regression. There are two penalty terms, lambda and alpha. Lambda is a complexity parameter and alpha is a balance between lasso and ridge.

The cv.glmnet function in glmnet will perform cross validation to find the value of lambda for a given value of alpha. cv.glmnet does not search over values of alpha. The ensr package builds a grid of alpha and lambda values and, using cross-validation, suggests preferable values for both lambda and alpha.

After installing this package we encourage you to read the vignette to see examples.

vignette("ensr-examples", package = "ensr")

Installing ensr

ensr is on CRAN.

install.packages('ensr', repos = 'https://cran.rstudio.com')

Install the development version from github:

if ('remotes' %in% rownames(installed.packages())) {
  install.packages('remotes', repos = "https://cran.rstudio.com")
}
remotes::install_github("dewittpe/ensr", build_opts = c("--no-resave-data"))

Development version from Github

There are several ways you can install ensr. If you are working on a Windows machine you will need to have Rtools installed.

Clone and Install

There are detailed instructions for cloning the repo in the CONTRIBUTING.md file. After cloning use the makefile to build, check, and install the ensr package, e.g.,

make install

Contributing

Please read the CONTRIBUTING.md file. There are details on the how to clone the repo and the structure of this package.

dewittpe/ensr documentation built on March 6, 2020, 5:24 p.m.