A wrapper for ncvreg and cv.ncvreg. It runs CV by default so remember to
set your seed for reproducibility.
Usage
select_ncvreg(
formula,
data,
family = c("gaussian", "binomial", "poisson"),
lambda = c("best", "compact"),
fitted_selector = NULL,
...
)
Arguments
- formula
a formula
- data
data set
- family
outcome distributional family
- lambda
can be best, compact (which use CV), or a numeric vector. See details.
- fitted_selector
a previously fit selector, used for resampling
- ...
Additional arguments that can be passed to ncvreg, e.g. penalty, alpha
Value
A selector object wrapping ncvreg