tune.glmnet.interval: Wrapper function for glmnet objects.

In zhizuio/mixlasso: Mix lasso models

Wrapper function for glmnet objects.

Description

Wrapper function for glmnet objects used by epsgo function. This function is mainly used within the function epsgo. See the R package c060 for details.

Usage

tune.glmnet.interval(
  parms,
  x,
  y,
  weights,
  x_test = NULL,
  y_test = NULL,
  offset = NULL,
  lambda = NULL,
  num.nonpen = 0,
  nfolds = 10,
  type.measure = "mse",
  seed = 12345,
  grouped = TRUE,
  type.min = "lambda.min",
  family = "gaussian",
  foldid = NULL,
  intercept = TRUE,
  standardize.response = FALSE,
  p = NULL,
  parallel = FALSE,
  verbose = FALSE,
  search.path = FALSE,
  ...
)

Details

mixlasso

zhizuio/mixlasso documentation built on March 21, 2022, 1:07 a.m.