msaenet (version 3.1.2)

msaenet.tune.glmnet: Automatic (parallel) parameter tuning for glmnet models

Description

Automatic (parallel) parameter tuning for glmnet models

Usage

msaenet.tune.glmnet(
  x,
  y,
  family,
  alphas,
  tune,
  nfolds,
  rule,
  ebic.gamma,
  lower.limits,
  upper.limits,
  seed,
  parallel,
  ...
)

Value

Optimal model object, parameter set, and criterion value

Author

Nan Xiao <https://nanx.me>

References

Chen, Jiahua, and Zehua Chen. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika 95(3), 759--771.