msaenet.tune.glmnet: Automatic (parallel) parameter tuning for glmnet models

Description Usage Value Author(s) References

View source: R/msaenet-tune-glmnet.R

Description

Automatic (parallel) parameter tuning for glmnet models

Usage

1
2
msaenet.tune.glmnet(x, y, family, alphas, tune, nfolds, rule, ebic.gamma,
  lower.limits, upper.limits, seed, parallel, ...)

Value

Optimal model object, parameter set, and criterion value

Author(s)

Nan Xiao <https://nanx.me>

References

Chen, Jiahua, and Zehua Chen. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika 95(3), 759–771.


road2stat/msaenet documentation built on Dec. 17, 2018, 10:09 a.m.