penalized_tune_lambda {hdnom}R Documentation

Automatic lambda tuning function for fused lasso by k-fold cross-validation

Description

Automatic lambda tuning function for fused lasso by k-fold cross-validation

Usage

penalized_tune_lambda(..., lambda1, lambda2, seed, trace, parallel)

Value

best model object, best lambda1, and best lambda2


[Package hdnom version 6.1.0 Index]