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GLMNET: 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,...)

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

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

Author

Jose G. Tamez-Pena

See Also

glmnet::cv.glmnet