Fits a glmnet::cv.glmnet
object to the data, and sets the prediction to use the features that created the minimum CV error or one SE.
GLMNET(formula = formula,data=NULL,coef.thr=0.001,s="lambda.min",...)
LASSO_MIN(formula = formula,data=NULL,...)
LASSO_1SE(formula = formula,data=NULL,...)
The base formula to extract the outcome
The data to be used for training the KNN method
The threshold for feature selection when alpha < 1.
The lambda threshold to be use at prediction and feature selection
Parameters to be passed to the cv.glmnet function
The glmnet::cv.glmnet
fitted object
The s. Set to "lambda.min" or "lambda.1se" for prediction
The formula
The name of the outcome
The list of features to be used
glmnet::cv.glmnet