penalized_tune_lambda {hdnom} | R Documentation |
Automatic lambda tuning function for fused lasso by k-fold cross-validation
Description
Automatic lambda tuning function for fused lasso by k-fold cross-validation
Usage
penalized_tune_lambda(..., lambda1, lambda2, seed, trace, parallel)
Value
best model object, best lambda1, and best lambda2
[Package hdnom version 6.0.4 Index]