GLMNET {FRESA.CAD} | R Documentation |
GLMNET fit with feature selection"
Description
Fits a glmnet::cv.glmnet
object to the data, and sets the prediction to use the features that created the minimum CV error or one SE.
Usage
GLMNET(formula = formula,data=NULL,coef.thr=0.001,s="lambda.min",...)
LASSO_MIN(formula = formula,data=NULL,...)
LASSO_1SE(formula = formula,data=NULL,...)
GLMNET_ELASTICNET_MIN(formula = formula,data=NULL,...)
GLMNET_ELASTICNET_1SE(formula = formula,data=NULL,...)
GLMNET_RIDGE_MIN(formula = formula,data=NULL,...)
GLMNET_RIDGE_1SE(formula = formula,data=NULL,...)
Arguments
formula |
The base formula to extract the outcome |
data |
The data to be used for training the KNN method |
coef.thr |
The threshold for feature selection when alpha < 1. |
s |
The lambda threshold to be use at prediction and feature selection |
... |
Parameters to be passed to the cv.glmnet function |
Value
fit |
The |
s |
The s. Set to "lambda.min" or "lambda.1se" for prediction |
formula |
The formula |
outcome |
The name of the outcome |
usedFeatures |
The list of features to be used |
Author(s)
Jose G. Tamez-Pena
See Also
glmnet::cv.glmnet
[Package FRESA.CAD version 3.4.8 Index]