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hdnom (version 6.0.4)

ncvreg_tune_gamma_alpha: Automatic Mnet/Snet gamma and alpha tuning function by k-fold cross-validation

Description

Automatic Mnet/Snet gamma and alpha tuning function by k-fold cross-validation

Usage

ncvreg_tune_gamma_alpha(..., gammas, alphas, eps, max.iter, seed, parallel)

Arguments

Value

best model object, best gamma, and best alpha