Search a grid of values of alpha and lambda for minimum mean CV error
ensr(x, y, alphas = seq(0, 1, length = 10), nlambda = 100L,
standardize = TRUE, nfolds = 10L, foldid, ...)x matrix as in glmnet.
response y as in glmnet.
a sequence of alpha values
The number of lambda values - default is 100.
Logical flag for x variable standardization, prior to
fitting the model sequence. The coefficients are always returned on
the original scale. Default is standardize=TRUE.
If variables are in the same units already, you might not wish to
standardize. See details below for y standardization with family="gaussian".
number of folds - default is 10. Although nfolds
can be as large as the sample size (leave-one-out CV), it is not
recommended for large datasets. Smallest value allowable is nfolds=3
an optional vector of values between 1 and nfold
identifying what fold each observation is in. If supplied,
nfold can be missing.
Other arguments that can be passed to glmnet