msaenet.tune.glmnet {msaenet} | R Documentation |
Automatic (parallel) parameter tuning for glmnet models
msaenet.tune.glmnet(
x,
y,
family,
alphas,
tune,
nfolds,
rule,
ebic.gamma,
lower.limits,
upper.limits,
seed,
parallel,
...
)
Optimal model object, parameter set, and criterion value
Nan Xiao <https://nanx.me>
Chen, Jiahua, and Zehua Chen. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika 95(3), 759–771.