prof_alpha {tramnet} | R Documentation |
Computes the regularization path of all coefficients for a single tuning, alpha, parameter over a sequence of values.
prof_alpha(model, min_alpha = 0, max_alpha = 1, nprof = 5, as.lm = FALSE)
model |
model of class tramnet |
min_alpha |
minimal value of alpha (default = |
max_alpha |
maximal value of alpha (default = |
nprof |
number of profiling steps (default = |
as.lm |
return scaled coefficients for class |
Object of class "prof_alpha"
which contains the regularization
path of all coefficients and the log-likelihood over the mixing parameter
alpha
Lucas Kook
library("tramnet") library("survival") data("nki70", package = "penalized") nki70$resp <- with(nki70, Surv(time, event)) x <- scale(model.matrix( ~ 0 + DIAPH3 + NUSAP1 + TSPYL5 + C20orf46, data = nki70)) y <- Coxph(resp ~ 1, data = nki70, order = 10, log_first = TRUE) fit <- tramnet(y, x, lambda = 1, alpha = 1) pfa <- prof_alpha(fit) plot_path(pfa)