LambdaSeq | R Documentation |
Calculates the sequence of penalty parameters used in the model selection procedure.
This function calls functions from package ncvreg
.
LambdaSeq(
X,
y,
family,
offset = NULL,
alpha = 1,
lambda.min = NULL,
nlambda = 10,
penalty.factor = NULL
)
X |
matrix of standardized fixed effects (see |
y |
numeric vector of response values. If "survival" family, |
family |
a description of the error distribution and link function to be used in the model.
Currently, the |
offset |
numeric vector that can be used to specify an a priori known component
to be included in the linear predictor during fitting.
This should be |
alpha |
Tuning parameter for the Mnet estimator which controls the relative contributions
from the MCP/SCAD/LASSO penalty and the ridge, or L2, penalty. |
lambda.min |
numeric fraction between 0 and 1. The sequence of the lambda penalty parameters
ranges from the maximum lambda where all fixed and random effects are penalized to 0 and
a minimum lambda value, which equals a small fraction of the maximum lambda. The parameter
|
nlambda |
positive integer specifying number of penalty parameters (lambda) with which to fit a model. |
penalty.factor |
an optional numeric vector equal to the |
numeric sequence of penalty parameters of length nlambda
ranging from the
minimum penalty parameter (first element) equal to fraction lambda.min
multiplied by the
maximum penalty parameter to the maximum penalty parameter (last element)
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