.simulate

.simulate.block

Implements stacked elastic net regression (Rauschenberger 2021, <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005, <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).

Armin Rauschenberger

starnet

Stacked Elastic Net

.simulate function

<dl><dt>n</dt>
<dd>sample size:
positive integer</dd>
<dt>p</dt>
<dd>dimensionality:
positive integer</dd>
<dt>mode</dt>
<dd>character <code>"sparse"</code>, <code>"dense"</code> or <code>"mixed"</code></dd>
<dt>family</dt>
<dd>character <code>"gaussian"</code>, <code>"binomial"</code> or <code>"poisson"</code></dd></dl>

Arguments

Simulation — .simulate

<dl>

<dt>n</dt>
<dd>sample size:
positive integer</dd>


<dt>p</dt>
<dd>dimensionality:
positive integer</dd>


<dt>mode</dt>
<dd>character <code>"sparse"</code>, <code>"dense"</code> or <code>"mixed"</code></dd>


<dt>family</dt>
<dd>character <code>"gaussian"</code>, <code>"binomial"</code> or <code>"poisson"</code></dd>

</dl>

.simulate: Simulation

Description

Usage

Value

Arguments

Examples