widenet: Penalized Regression with Polynomial Basis Expansions

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.

Version: 0.1-2
Depends: glmnet, relaxnet
Suggests: genefilter, parallel
Published: 2013-07-29
Author: Stephan Ritter, Alan Hubbard
Maintainer: Stephan Ritter <sritter at berkeley.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://cran.r-project.org/package=widenet
NeedsCompilation: yes
CRAN checks: widenet results

Downloads:

Reference manual: widenet.pdf
Package source: widenet_0.1-2.tar.gz
MacOS X binary: widenet_0.1-2.tgz
Windows binary: widenet_0.1-2.zip