repeat_lasso: repeat_lasso

In kmayerb/tuna: See what may have passed through your glmnet.

Description

call run_lasso over a specified number of trials to see the frequency with which the regularization proceedure include each coefficient

Usage

repeat_lasso(trials, my_x, my_y, my_alpha = 1, my_family = "gaussian")

Arguments

trials	number of times to repeat cross-validation on the lasso
my_x	matrix of numeric predictors
my_y	matrix (1D) response
my_alpha	numeric from 0 (ridge) to 1 ()
my_family	string "gaussian", 'binomial"

Value

list, first element is data frame summarizing fits, second element contains all of the glmnet cvfit objects

Examples

repeat_lasso(10,
my_x = as.matrix(mtcars[1:15,2:dim(mtcars)[2]]),
my_y = as.matrix(mtcars[1:15,1]))

kmayerb/tuna documentation built on June 18, 2019, 12:37 a.m.