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tools4uplift (version 0.1-0)

LassoPath: LASSO path for penalized logistic regression

Description

Fit an interaction uplift model via penalized maximum likelihood. The regularization path is computed for the lasso penalty at a grid of values for the regularization parameter lambda.

Usage

LassoPath(data, formula, nb.lambda = 100)

Arguments

data

a data frame containing the treatment, the outcome and the predictors.

formula

an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.

nb.lambda

the number of lambda values - Default is 100.

Value

a dataframe containing the coefficients values and the number of nonzeros coefficients for different values of lambda.

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent, https://web.stanford.edu/~hastie/Papers/glmnet.pdf, Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010, http://www.jstatsoft.org/v33/i01/

See Also

BestFeatures, glmnet

Examples

Run this code
# NOT RUN {
#See glmnet() from library("glmnet") for more information
# }

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