widenet (0.1-2)
Penalized Regression with Polynomial Basis Expansions.
http://cran.r-project.org/package=widenet
http://cran.r-project.org/web/packages/widenet
Extends the glmnet and relaxnet packages with polynomial basis expansions. Basis expansion is applied to the predictors and a subset of the basis functions is chosen using relaxnet. Predictors may be screened using correlation or t-tests. Screening is done separately within cross-validation folds. Cross-validation may be used to select the order of basis expansion and alpha, the elastic net tuning parameter.
Maintainer:
Stephan Ritter
Author(s): Stephan Ritter, Alan Hubbard
License: GPL (>= 2)
Released over 6 years ago.
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