plot_theme
is for get Best lambda required in lasso_filter. This function required in lasso_filter
get_best_lambda
plot_theme
is for get Best lambda required in lasso_filter. This function required in lasso_filter
get_best_lambda(lasso_model, lasso_model_cv, type.measure = "auc",
sim_sign = "negtive")
A lasso model genereted by glmnet.
A cv lasso model genereted by cv.glmnet
Default is "auc".
Default is "negtive". This is related to pos_plag. If pos_flag equals 1 or bad, the value must be set to negetive. If pos_flag equals 0 or good, the value must be set to positive.
Four lanmbda values with different thresholds.
lambda.min give a model with the best performance but the least number of independent variable. lambda.lse give the simplest model in the range of a standard deviation lambda.05se give the simplest model in the range of a half standard deviation lambda.sim_sign give the model with the same positive or negetive coefficients of all variables. lambda.sim_sign give the model with the same positive or negetive coefficients of all variables.