ensr {ensr}

Elastic Net SearcheR

Description

Search a grid of values of alpha and lambda for minimum mean CV error

Usage

ensr(x, y, alphas = seq(0, 1, length = 10), nlambda = 100L,
  standardize = TRUE, nfolds = 10L, foldid, ...)

Arguments

x

x matrix as in glmnet.

y

response y as in glmnet.

alphas

a sequence of alpha values

nlambda

The number of lambda values - default is 100.

standardize

Logical flag for x variable standardization, prior to fitting the model sequence. The coefficients are always returned on the original scale. Default is standardize=TRUE. If variables are in the same units already, you might not wish to standardize. See details below for y standardization with family="gaussian".

nfolds

number of folds - default is 10. Although nfolds can be as large as the sample size (leave-one-out CV), it is not recommended for large datasets. Smallest value allowable is nfolds=3

foldid

an optional vector of values between 1 and nfold identifying what fold each observation is in. If supplied, nfold can be missing.

...

Other arguments that can be passed to glmnet