msaenet (version 3.1.2)

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

Description

Automatic (parallel) parameter tuning for ncvreg models

Usage

msaenet.tune.ncvreg(
  x,
  y,
  family,
  penalty,
  gammas,
  alphas,
  tune,
  nfolds,
  ebic.gamma,
  eps,
  max.iter,
  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.