Added functions (at tests) for looking up best lambda and lambda corr… #20
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…esponding to smallest model with cv.meanloss within 1 standard error of the minimum.
|
The vignette and plot for the R version of glmnet make use of a lambda value corresponding to the smallest model with a mean error within 1 standard error of the minimum mean error. When this lambda corresponds to one or more nonzero betas, our group takes this as some indication of a "significant" glmnet result. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
…esponding to smallest model with cv.meanloss within 1 standard error of the minimum. I used these functions in the show method for a cross validation run.