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.
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,...)
The glmnet::cv.glmnet
fitted object
The s. Set to "lambda.min" or "lambda.1se" for prediction
The formula
The name of the outcome
The list of features to be used
The base formula to extract the outcome
The data to be used for training the KNN method
The threshold for feature selection when alpha < 1.
The lambda threshold to be use at prediction and feature selection
Parameters to be passed to the cv.glmnet function
Jose G. Tamez-Pena
glmnet::cv.glmnet