Usage
CVfit(formula, id, data, family, scale.fix, scale.value, fold, lambda.vec, pindex,
eps, maxiter, tol)
Arguments
formula
A formula expression in the form of response ~ predictors.
id
A vector for identifying subjects/clusters.
data
A data frame which stores the variables in formula with id variable.
scale.fix
A logical variable; if true, the scale parameter is fixed at the value of scale.value.
The default value is TRUE.
scale.value
If scale.fix = TRUE, this assignes a numeric value to which the scale parameter should be
fixed. The default value is 1.
fold
The number of folds used in cross-validation.
lambda.vec
A vector of tuning parameters that will be used in the cross-validation.
pindex
An index vector showing the parameters which are not subject to penalization. The default value
is NULL. However, in case of a model with intercept, the intercept parameter should be never penalized.
eps
A numerical value for the epsilon used in minorization-maximization algorithm. The default value is
10^-6.
maxiter
The number of iterations that is used in the estimation algorithm. The default value is 25.
tol
The tolerance level that is used in the estimation algorithm. The default value is 10^-3.