ensr: Elastic Net SearcheR

In dewittpe/ensr: Elastic Net SearcheR

Description

Search a grid of values of alpha and lambda for minimum mean CV error

Usage

ensr(
  x,
  y,
  alphas = seq(0, 1, length = 10),
  nlambda = 100L,
  standardize = TRUE,
  nfolds = 10L,
  foldid,
  envir = parent.frame(),
  ...
)

Arguments

x	x matrix as in glmnet.
y	response y as in glmnet.
alphas	a sequence of alpha values
nlambda	The number of lambda values - default is 100.
standardize	Logical flag for x variable standardization, prior to fitting the model sequence. The coefficients are always returned on the original scale. Default is standardize=TRUE. If variables are in the same units already, you might not wish to standardize. See details below for y standardization with family="gaussian".
nfolds	number of folds - default is 10. Although nfolds can be as large as the sample size (leave-one-out CV), it is not recommended for large datasets. Smallest value allowable is nfolds=3
foldid	an optional vector of values between 1 and nfold identifying what fold each observation is in. If supplied, nfold can be missing.
envir	environment in which to evaluate a cv.glmnet call
...	Other arguments that can be passed to glmnet

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