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

In road2stat/msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Automatic (parallel) parameter tuning for ncvreg models

Description

Automatic (parallel) parameter tuning for ncvreg models

Usage

msaenet.tune.ncvreg(
  x,
  y,
  family,
  penalty,
  gammas,
  alphas,
  tune,
  nfolds,
  ebic.gamma,
  eps,
  max.iter,
  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 July 25, 2024, 2:01 p.m.