msefun.binomial

lambda1

The function computes deviances for hold out data of ith fold

internal

Estimates of coefficients of lasso penalized linear regression and generalized linear models subject to non-negativity constraints on the parameters using multiplicative iterative algorithm. Entire regularization path for a sequence of lambda values can be obtained. Functions are available for creating plots of regularization path, cross validation and estimating coefficients at a given lambda value. There is also provision for obtaining standard error of coefficient estimates.

msefun.binomial: Deviances for hold out data in cross validation

Description

Usage

Arguments

Value

Details