mycv.glmnet: Inner function for Est.ALASSO.GLMNET.CV

In michaelyanwang/divideconquer: Divide-and-conquer adaptive lasso using least square approximation

Description

mycv.glmnet is a modified function of cv.glmnet, such that the prediction step can be split and run.

Usage

mycv.glmnet(x, y, weights, offset = NULL, lambda = NULL,
  type.measure = c("mse", "deviance", "class", "auc", "mae"), nfolds = 10,
  foldid, grouped = TRUE, keep = FALSE, parallel = FALSE, ...)

michaelyanwang/divideconquer documentation built on Aug. 16, 2019, 10:11 a.m.