cv_train_final: A function to train a *final* model with CV

In skimlab/CCSBUtils: R Utilitiy Functions for CCSB

A function to train a *final* model with CV

Description

A function to train a *final* model with CV

Usage

cv_train_final(
  data,
  cls,
  fitControl,
  filter_method = c("ROC", "WILCOX"),
  filter_direction = c("two.sided", "greater", "less"),
  observation_weights = NULL,
  feature_weights = c("uniform", "weighted")
)

Arguments

data	input matrix, of dimension nobs x nvars; each row is an observation vector. Since this is an input to glmnet, it should be the format that can be used with glmnet
cls	class labels
fitControl	A list of training parameters. See caret::trainControl for detail
filter_method	... c("ROC", "WILCOX")
filter_direction	... c("two.sided", "greater", "less")
observation_weights	...
feature_weights	... c("uniform", "weighted")

Value

a trained model (final) - a list of training parameters (see above), fitted model, and selected features

skimlab/CCSBUtils documentation built on March 30, 2022, 4:52 a.m.