banditGlmnet: Estimate a banditGlmnet model

Description Usage Arguments Value

Description

The syntax follows closely that of glm. All parameters not defined on this page are defined as in glm.

Usage

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banditGlmnet(formula, family = c("gaussian", "binomial"), lambdaRidge,
  lambdaLasso, data, weights, subset, na.action, offset, seed = NULL,
  parRidge = NULL, parLasso = NULL, model = TRUE, method = "glmnet",
  x = FALSE, y = TRUE, contrasts = NULL)

Arguments

family

supported response type. Currently, either "gaussian" (the default) or "binomial".

lambdaRidge

a scalar in [0,1]. Tuning parameter of the ridge regression.

lambdaLasso

a scalar in [0,1]. Tuning parameter of the LASSO.

seed

an (optional) seeding number.

parRidge

an (optional) list of parameters passed on to glmnet for the ridge stage. Format argument = value.

parLasso

an (optional) list of parameters passed on to glmnet for the LASSO stage. Format argument = value

method

the method to be used in fitting the model. The default "glmnet" uses glmnet; the alternative "model.frame" returns the model frame and does no fitting.

Value

a banditGlmnet object.


rferrali/banditr documentation built on May 27, 2019, 5:56 a.m.