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Controlling the grid of penalization levels
9 months ago
Adjusting the grid of penalization levels | Manually supplying a grid of penalization levels
pense 2.5.2
David Kepplinger
lambda_grids.Rmd
Estimating predictive models
9 months ago
Computing adaptive PENSE estimates | Step 1: Computing the estimates | Step 2: Assessing prediction performance | Step 3: Extracting coefficients | Step 4: Exploring different hyper-parameters | Using different measures of prediction performance | References
pense 2.5.2
David Kepplinger
computing_adapense.Rmd