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
.