msaenet.tune.ncvreg {msaenet} | R Documentation |
Automatic (parallel) parameter tuning for ncvreg models
Description
Automatic (parallel) parameter tuning for ncvreg models
Usage
msaenet.tune.ncvreg(
x,
y,
family,
penalty,
gammas,
alphas,
tune,
nfolds,
ebic.gamma,
eps,
max.iter,
seed,
parallel,
...
)
Value
Optimal model object, parameter set, and criterion value
Author(s)
Nan Xiao <https://nanx.me>
References
Chen, Jiahua, and Zehua Chen. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika 95(3), 759–771.
[Package msaenet version 3.1.2 Index]