regEngine {dnr}

General purpose regression engine for the methods bayesglm, glm and glmnet

Description

General purpose regression engine for the methods bayesglm, glm and glmnet

Usage

regEngine(
  XYdata,
  method = "bayesglm",
  regIntercept = FALSE,
  lambda = NA,
  alpha = 1
)

Arguments

XYdata

matrix with X and Y columns. First column is named as y, other columns are X.

method

string among ("glm", "glmnet", "bayesglm").

regIntercept

Logical. Should intercept be included in the model?

lambda

for method "glmnet".

alpha

for "glmnet"

Value

list with elements: coef, se, lambda, fit (Coefficients, SE, lambda, if used, fit object.)

Author(s)

Abhirup