infer: infer

Description Usage Arguments Author(s)

View source: R/func.E.r

Description

Infer parameters with blasso

Usage

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infer(Y, X, method = "glmnet", intercept = FALSE, seed = 0,
  alpha = 1, nfolds = 3, lambda.init = NULL, lambda.choice = 1,
  lambda.adjust.up = TRUE, lambda.adjust.down = TRUE)

Arguments

Y

response

X

predictors

method

blasso or lm

intercept

whether to include the intercept

seed

seed

alpha

the alpha parameter for elastic net (1:lasso [default], 0:ridge)

nfolds

number of folds for glmnet cross-validation

lambda.init

user provides initial lambda values

lambda.choice

1: use lambda.1se for LASSO, 2: use lambda.min for LASSO, a number between (0, 1): this will select a lambda according to (1-lambda.choice)*lambda.min + lambda.choice*lambda.1se

lambda.adjust.up

allow adjusting lambda (increase) by 50% in each iteration

lambda.adjust.down

allow adjusting lambda (decrease) by 50% in each iteration

Author(s)

Chenhao Li, Gerald Tan, Niranjan Nagarajan


lch14forever/beem-static documentation built on Aug. 30, 2021, 4:41 p.m.