GLMNET {FRESA.CAD}

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 glmnet::cv.glmnet fitted object

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