pathCalc: Select Path of Regularization Parameters

Usage Arguments Value Author(s)

View source: R/pathCalc.R

Usage

1
pathCalc(data, index, weights, alpha = 0.95, min.frac = 0.05, nlam = 100, type)

Arguments

data

list with components $x$ and $y$

index

group membership indicator

weights

group weights for regularization penalty

alpha

tradeoff between lasso penalty and group lasso penalty. alpha=1 corresponds to pure lasso, alpha=0 to pure group lasso.

min.frac

minimum regularization parameter lambda as a fraction of the largest

nlam

number of lambda values along the path

type

type of regression model: linear or logit

Value

A vector of nlam lambda values

Author(s)

David Degras


kouroshz/creNet documentation built on Feb. 25, 2018, 12:41 p.m.