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starnet
Commit 7622bf3c authored by Armin Rauschenberger's avatar Armin Rauschenberger
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R/functions.R
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...@@ -74,6 +74,12 @@ ...@@ -74,6 +74,12 @@
#' argument \code{nzero} in functions #' argument \code{nzero} in functions
#' \code{\link{coef}} and \code{\link{predict}}. #' \code{\link{coef}} and \code{\link{predict}}.
#' #'
#' @return
#' Object of class \code{\link[starnet]{starnet}}.
#' The slots \code{base} and \code{meta}
#' contain \code{\link[glmnet]{cv.glmnet}}-like objects,
#' for the base and meta learners, respectively.
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 30; p <- 50 #' n <- 30; p <- 50
...@@ -297,6 +303,16 @@ starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds=10,foldid= ...@@ -297,6 +303,16 @@ starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds=10,foldid=
#' @param ... #' @param ...
#' further arguments (not applicable) #' further arguments (not applicable)
#' #'
#' @return
#' Matrix of predicted values, with samples in the rows,
#' and models in the columns. Included models are
#' \code{alpha} (fixed elastic net),
#' \code{ridge} (i.e. \code{alpha0}),
#' \code{lasso} (i.e. \code{alpha1}),
#' \code{tune} (tuned elastic net),
#' \code{stack} (stacked elastic net),
#' and \code{none} (intercept-only model).
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 30; p <- 50 #' n <- 30; p <- 50
...@@ -360,6 +376,11 @@ predict.starnet <- function(object,newx,type="response",nzero=NULL,...){ ...@@ -360,6 +376,11 @@ predict.starnet <- function(object,newx,type="response",nzero=NULL,...){
#' #'
#' @inheritParams predict.starnet #' @inheritParams predict.starnet
#' #'
#' @return
#' List of scalar \code{alpha} and vector \code{beta},
#' containing the pooled intercept and the pooled slopes,
#' respectively.
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 30; p <- 50 #' n <- 30; p <- 50
...@@ -419,6 +440,9 @@ coef.starnet <- function(object,nzero=NULL,...){ ...@@ -419,6 +440,9 @@ coef.starnet <- function(object,nzero=NULL,...){
#' @param ... #' @param ...
#' further arguments (not applicable) #' further arguments (not applicable)
#' #'
#' @return
#' Vector containing intercept and slopes from the meta learner.
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 30; p <- 50 #' n <- 30; p <- 50
...@@ -450,6 +474,9 @@ weights.starnet <- function(object,...){ ...@@ -450,6 +474,9 @@ weights.starnet <- function(object,...){
#' @param ... #' @param ...
#' further arguments (not applicable) #' further arguments (not applicable)
#' #'
#' @return
#' Prints "stacked gaussian/binomial/poisson elastic net".
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 30; p <- 20 #' n <- 30; p <- 20
...@@ -490,6 +517,19 @@ print.starnet <- function(x,...){ ...@@ -490,6 +517,19 @@ print.starnet <- function(x,...){
#' @param ... #' @param ...
#' further arguments (not applicable) #' further arguments (not applicable)
#' #'
#' @return
#' List containing the cross-validated loss
#' (or out-of sample loss if \code{nfolds.ext} equals two,
#' and \code{foldid.ext} contains zeros and ones).
#' The slot \code{meta} contains the loss from the stacked elastic net
#' (\code{stack}), the tuned elastic net (\code{tune}), ridge, lasso,
#' and the intercept-only model (\code{none}).
#' The slot \code{base} contains the loss from the base learners.
#' And the slot \code{extra} contains the loss from the restricted
#' stacked elastic net (\code{stack}), lasso, and lasso-like elastic net
#' (\code{enet}),
#' with the maximum number of non-zero coefficients shown in the column name.
#'
#' @examples #' @examples
#' set.seed(1) #' set.seed(1)
#' n <- 50; p <- 20 #' n <- 50; p <- 20
...@@ -497,7 +537,7 @@ print.starnet <- function(x,...){ ...@@ -497,7 +537,7 @@ print.starnet <- function(x,...){
#' y <- rnorm(n=n,mean=rowSums(X[,1:20])) #' y <- rnorm(n=n,mean=rowSums(X[,1:20]))
#' \dontshow{ #' \dontshow{
#' loss <- cv.starnet(y=y,X=X,nfolds.ext=2,nfolds.int=3)} #' loss <- cv.starnet(y=y,X=X,nfolds.ext=2,nfolds.int=3)}
#' \dontrun{ #' \donttest{
#' loss <- cv.starnet(y=y,X=X)} #' loss <- cv.starnet(y=y,X=X)}
#' #'
cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10,nfolds.int=10,foldid.ext=NULL,foldid.int=NULL,type.measure="deviance",alpha.meta=1,nzero=NULL,intercept=NULL,upper.limit=NULL,unit.sum=NULL,...){ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10,nfolds.int=10,foldid.ext=NULL,foldid.int=NULL,type.measure="deviance",alpha.meta=1,nzero=NULL,intercept=NULL,upper.limit=NULL,unit.sum=NULL,...){
...@@ -597,6 +637,9 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10, ...@@ -597,6 +637,9 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10,
#' @param family #' @param family
#' character \code{"gaussian"}, \code{"binomial"} or \code{"poisson"} #' character \code{"gaussian"}, \code{"binomial"} or \code{"poisson"}
#' #'
#' @return
#' List of vector \code{y} and matrix \code{X}.
#'
#' @examples #' @examples
#' NA #' NA
#' #'
...@@ -694,7 +737,7 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10, ...@@ -694,7 +737,7 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10,
#' #'
#' @param grouped #' @param grouped
#' logical (for \code{"cox"} only) #' logical (for \code{"cox"} only)
#' #'
#' @examples #' @examples
#' NA #' NA
#' #'
...@@ -814,6 +857,9 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10, ...@@ -814,6 +857,9 @@ cv.starnet <- function(y,X,family="gaussian",nalpha=21,alpha=NULL,nfolds.ext=10,
#' @param w #' @param w
#' (ignored here) #' (ignored here)
#' #'
#' @return
#' area under the ROC curve
#'
#' @examples #' @examples
#' NA #' NA
#' #'
...@@ -835,6 +881,9 @@ glmnet.auc <- get("auc",envir=asNamespace("glmnet")) ...@@ -835,6 +881,9 @@ glmnet.auc <- get("auc",envir=asNamespace("glmnet"))
#' maximum number of non-zero coefficients\strong{:} #' maximum number of non-zero coefficients\strong{:}
#' positive integer #' positive integer
#' #'
#' @return
#' Object of class \code{\link[glmnet]{cv.glmnet}}.
#'
#' @examples #' @examples
#' NA #' NA
#' #'
......
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...@@ -53,7 +57,7 @@ ...@@ -53,7 +57,7 @@
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<title>Stacked Elastic Net • starnet</title> <title>Stacked Elastic Net • starnet</title>
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<h1>Stacked Elastic Net</h1> <h1 data-toc-skip>Stacked Elastic Net</h1>
<small class="dont-index">Source: <a href="https://github.com/rauschenberger/starnet/blob/master/vignettes/article.Rmd"><code>vignettes/article.Rmd</code></a></small> <small class="dont-index">Source: <a href="https://github.com/rauschenberger/starnet/blob/master/vignettes/article.Rmd"><code>vignettes/article.Rmd</code></a></small>
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<link href="../pkgdown.css" rel="stylesheet"> <link href="../pkgdown.css" rel="stylesheet">
...@@ -53,7 +57,7 @@ ...@@ -53,7 +57,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
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...@@ -122,11 +126,14 @@ ...@@ -122,11 +126,14 @@
<h3>All vignettes</h3> <h3>All vignettes</h3>
<p class="section-desc"></p> <p class="section-desc"></p>
<ul> <dl>
<li><a href="article.html">Stacked Elastic Net</a></li> <dt><a href="article.html">Stacked Elastic Net</a></dt>
<li><a href="script.html">Stacked Elastic Net</a></li> <dd></dt>
<li><a href="starnet.html">Stacked Elastic Net</a></li> <dt><a href="script.html">Stacked Elastic Net</a></dt>
</ul> <dd></dt>
<dt><a href="starnet.html">Stacked Elastic Net</a></dt>
<dd></dt>
</dl>
</div> </div>
</div> </div>
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...@@ -138,7 +145,7 @@ ...@@ -138,7 +145,7 @@
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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...@@ -6,19 +6,19 @@ ...@@ -6,19 +6,19 @@
<meta http-equiv="X-UA-Compatible" content="IE=edge"> <meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0"> <meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Stacked Elastic Net • starnet</title> <title>Stacked Elastic Net • starnet</title>
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<script src="../pkgdown.js"></script><meta property="og:title" content="Stacked Elastic Net"> <script src="../pkgdown.js"></script><meta property="og:title" content="Stacked Elastic Net">
<meta property="og:description" content=""> <meta property="og:description" content="starnet">
<meta name="twitter:card" content="summary">
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<div class="container"> <div class="container">
...@@ -79,7 +79,7 @@ ...@@ -79,7 +79,7 @@
</header><div class="row"> </header><div class="row">
<div class="col-md-9 contents"> <div class="col-md-9 contents">
<div class="page-header toc-ignore"> <div class="page-header toc-ignore">
<h1>Stacked Elastic Net</h1> <h1 data-toc-skip>Stacked Elastic Net</h1>
<small class="dont-index">Source: <a href="https://github.com/rauschenberger/starnet/blob/master/vignettes/starnet.Rmd"><code>vignettes/starnet.Rmd</code></a></small> <small class="dont-index">Source: <a href="https://github.com/rauschenberger/starnet/blob/master/vignettes/starnet.Rmd"><code>vignettes/starnet.Rmd</code></a></small>
...@@ -93,24 +93,19 @@ ...@@ -93,24 +93,19 @@
<h2 class="hasAnchor"> <h2 class="hasAnchor">
<a href="#installation" class="anchor"></a>Installation</h2> <a href="#installation" class="anchor"></a>Installation</h2>
<p>Install the current release from <a href="https://CRAN.R-project.org/package=starnet">CRAN</a>:</p> <p>Install the current release from <a href="https://CRAN.R-project.org/package=starnet">CRAN</a>:</p>
<div class="sourceCode" id="cb1"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb1-1" title="1"><span class="kw"><a href="https://rdrr.io/r/utils/install.packages.html">install.packages</a></span>(<span class="st">"starnet"</span>)</a></code></pre></div> <div class="sourceCode" id="cb1"><html><body><pre class="r"><span class="fu"><a href="https://rdrr.io/r/utils/install.packages.html">install.packages</a></span>(<span class="st">"starnet"</span>)</pre></body></html></div>
<p>or the latest development version from <a href="https://github.com/rauschenberger/starnet">GitHub</a>:</p> <p>or the latest development version from <a href="https://github.com/rauschenberger/starnet">GitHub</a>:</p>
<div class="sourceCode" id="cb2"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb2-1" title="1"><span class="co">#install.packages("devtools")</span></a> <div class="sourceCode" id="cb2"><html><body><pre class="r"><span class="co">#install.packages("devtools")</span>
<a class="sourceLine" id="cb2-2" title="2">devtools<span class="op">::</span><span class="kw"><a href="https://devtools.r-lib.org//reference/remote-reexports.html">install_github</a></span>(<span class="st">"rauschenberger/starnet"</span>)</a></code></pre></div> <span class="kw pkg">devtools</span><span class="kw ns">::</span><span class="fu"><a href="https://devtools.r-lib.org//reference/remote-reexports.html">install_github</a></span>(<span class="st">"rauschenberger/starnet"</span>)</pre></body></html></div>
<p>A Rauschenberger, E Glaab, and MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Bioinformatics.</em> In press.</p> <p>A Rauschenberger, E Glaab, and MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Bioinformatics.</em> In press.</p>
</div> </div>
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<div id="tocnav"> <nav id="toc" data-toggle="toc"><h2 data-toc-skip>Contents</h2>
<h2 class="hasAnchor"> </nav>
<a href="#tocnav" class="anchor"></a>Contents</h2>
<ul class="nav nav-pills nav-stacked">
<li><a href="#installation">Installation</a></li>
</ul>
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</div>
</div> </div>
...@@ -121,7 +116,7 @@ ...@@ -121,7 +116,7 @@
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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...@@ -10,23 +10,27 @@ ...@@ -10,23 +10,27 @@
<!-- jquery --> <!-- jquery -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js" integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
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<link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.3.7/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous" /> <link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.4.0/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous" />
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<script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.9.4/headroom.min.js" integrity="sha256-DJFC1kqIhelURkuza0AvYal5RxMtpzLjFhsnVIeuk+U=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.11.0/headroom.min.js" integrity="sha256-AsUX4SJE1+yuDu5+mAVzJbuYNPHj/WroHuZ8Ir/CkE0=" crossorigin="anonymous"></script>
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...@@ -53,7 +57,7 @@ ...@@ -53,7 +57,7 @@
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...@@ -137,7 +141,7 @@ ...@@ -137,7 +141,7 @@
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<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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/*!
* Bootstrap Table of Contents v0.4.1 (http://afeld.github.io/bootstrap-toc/)
* Copyright 2015 Aidan Feldman
* Licensed under MIT (https://github.com/afeld/bootstrap-toc/blob/gh-pages/LICENSE.md) */
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/* All levels of nav */
nav[data-toggle='toc'] .nav > li > a {
display: block;
padding: 4px 20px;
font-size: 13px;
font-weight: 500;
color: #767676;
}
nav[data-toggle='toc'] .nav > li > a:hover,
nav[data-toggle='toc'] .nav > li > a:focus {
padding-left: 19px;
color: #563d7c;
text-decoration: none;
background-color: transparent;
border-left: 1px solid #563d7c;
}
nav[data-toggle='toc'] .nav > .active > a,
nav[data-toggle='toc'] .nav > .active:hover > a,
nav[data-toggle='toc'] .nav > .active:focus > a {
padding-left: 18px;
font-weight: bold;
color: #563d7c;
background-color: transparent;
border-left: 2px solid #563d7c;
}
/* Nav: second level (shown on .active) */
nav[data-toggle='toc'] .nav .nav {
display: none; /* Hide by default, but at >768px, show it */
padding-bottom: 10px;
}
nav[data-toggle='toc'] .nav .nav > li > a {
padding-top: 1px;
padding-bottom: 1px;
padding-left: 30px;
font-size: 12px;
font-weight: normal;
}
nav[data-toggle='toc'] .nav .nav > li > a:hover,
nav[data-toggle='toc'] .nav .nav > li > a:focus {
padding-left: 29px;
}
nav[data-toggle='toc'] .nav .nav > .active > a,
nav[data-toggle='toc'] .nav .nav > .active:hover > a,
nav[data-toggle='toc'] .nav .nav > .active:focus > a {
padding-left: 28px;
font-weight: 500;
}
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nav[data-toggle='toc'] .nav > .active > ul {
display: block;
}
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/*!
* Bootstrap Table of Contents v0.4.1 (http://afeld.github.io/bootstrap-toc/)
* Copyright 2015 Aidan Feldman
* Licensed under MIT (https://github.com/afeld/bootstrap-toc/blob/gh-pages/LICENSE.md) */
(function() {
'use strict';
window.Toc = {
helpers: {
// return all matching elements in the set, or their descendants
findOrFilter: function($el, selector) {
// http://danielnouri.org/notes/2011/03/14/a-jquery-find-that-also-finds-the-root-element/
// http://stackoverflow.com/a/12731439/358804
var $descendants = $el.find(selector);
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var $heading = $(headingEl);
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var $headings = this.findOrFilter($scope, 'h' + i);
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return i;
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var topSelector = 'h' + topLevel;
var secondaryLevel = topLevel + 1;
var secondarySelector = 'h' + secondaryLevel;
return this.findOrFilter($scope, topSelector + ',' + secondarySelector);
},
getNavLevel: function(el) {
return parseInt(el.tagName.charAt(1), 10);
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var $context = $topContext;
var $prevNav;
var helpers = this;
$headings.each(function(i, el) {
var $newNav = helpers.generateNavItem(el);
var navLevel = helpers.getNavLevel(el);
// determine the proper $context
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// use top level
$context = $topContext;
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// create a new level of the tree and switch to it
$context = helpers.createChildNavList($prevNav);
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$context.append($newNav);
$prevNav = $newNav;
});
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parseOps: function(arg) {
var opts;
if (arg.jquery) {
opts = {
$nav: arg
};
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opts = arg;
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opts.$scope = opts.$scope || $(document.body);
return opts;
}
},
// accepts a jQuery object, or an options object
init: function(opts) {
opts = this.helpers.parseOps(opts);
// ensure that the data attribute is in place for styling
opts.$nav.attr('data-toggle', 'toc');
var $topContext = this.helpers.createChildNavList(opts.$nav);
var topLevel = this.helpers.getTopLevel(opts.$scope);
var $headings = this.helpers.getHeadings(opts.$scope, topLevel);
this.helpers.populateNav($topContext, topLevel, $headings);
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$(function() {
$('nav[data-toggle="toc"]').each(function(i, el) {
var $nav = $(el);
Toc.init($nav);
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})();
docs/index.html
View file @ 7622bf3c
...@@ -6,19 +6,19 @@ ...@@ -6,19 +6,19 @@
<meta http-equiv="X-UA-Compatible" content="IE=edge"> <meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0"> <meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Stacked Elastic Net • starnet</title> <title>Stacked Elastic Net • starnet</title>
<!-- jquery --><script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js" integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8=" crossorigin="anonymous"></script><!-- Bootstrap --><link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.3.7/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous"> <!-- jquery --><script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script><!-- Bootstrap --><link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.4.0/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous">
<script src="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.3.7/js/bootstrap.min.js" integrity="sha256-U5ZEeKfGNOja007MMD3YBI0A3OSZOQbeG6z2f2Y0hu8=" crossorigin="anonymous"></script><!-- Font Awesome icons --><link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.7.1/css/all.min.css" integrity="sha256-nAmazAk6vS34Xqo0BSrTb+abbtFlgsFK7NKSi6o7Y78=" crossorigin="anonymous"> <script src="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.4.1/js/bootstrap.min.js" integrity="sha256-nuL8/2cJ5NDSSwnKD8VqreErSWHtnEP9E7AySL+1ev4=" crossorigin="anonymous"></script><!-- bootstrap-toc --><link rel="stylesheet" href="bootstrap-toc.css">
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.7.1/css/v4-shims.min.css" integrity="sha256-6qHlizsOWFskGlwVOKuns+D1nB6ssZrHQrNj1wGplHc=" crossorigin="anonymous"> <script src="bootstrap-toc.js"></script><!-- Font Awesome icons --><link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.12.1/css/all.min.css" integrity="sha256-mmgLkCYLUQbXn0B1SRqzHar6dCnv9oZFPEC1g1cwlkk=" crossorigin="anonymous">
<!-- clipboard.js --><script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/2.0.4/clipboard.min.js" integrity="sha256-FiZwavyI2V6+EXO1U+xzLG3IKldpiTFf3153ea9zikQ=" crossorigin="anonymous"></script><!-- headroom.js --><script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.9.4/headroom.min.js" integrity="sha256-DJFC1kqIhelURkuza0AvYal5RxMtpzLjFhsnVIeuk+U=" crossorigin="anonymous"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.9.4/jQuery.headroom.min.js" integrity="sha256-ZX/yNShbjqsohH1k95liqY9Gd8uOiE1S4vZc+9KQ1K4=" crossorigin="anonymous"></script><!-- pkgdown --><link href="pkgdown.css" rel="stylesheet"> <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.12.1/css/v4-shims.min.css" integrity="sha256-wZjR52fzng1pJHwx4aV2AO3yyTOXrcDW7jBpJtTwVxw=" crossorigin="anonymous">
<!-- clipboard.js --><script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/2.0.6/clipboard.min.js" integrity="sha256-inc5kl9MA1hkeYUt+EC3BhlIgyp/2jDIyBLS6k3UxPI=" crossorigin="anonymous"></script><!-- headroom.js --><script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.11.0/headroom.min.js" integrity="sha256-AsUX4SJE1+yuDu5+mAVzJbuYNPHj/WroHuZ8Ir/CkE0=" crossorigin="anonymous"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/headroom/0.11.0/jQuery.headroom.min.js" integrity="sha256-ZX/yNShbjqsohH1k95liqY9Gd8uOiE1S4vZc+9KQ1K4=" crossorigin="anonymous"></script><!-- pkgdown --><link href="pkgdown.css" rel="stylesheet">
<script src="pkgdown.js"></script><meta property="og:title" content="Stacked Elastic Net"> <script src="pkgdown.js"></script><meta property="og:title" content="Stacked Elastic Net">
<meta property="og:description" content="Implements stacked elastic net regression (Rauschenberger 2020). The elastic net generalises ridge and lasso regularisation (Zou 2005, &lt;doi:10.1111/j.1467-9868.2005.00503.x&gt;). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 &lt;doi:10.1016/S0893-6080(05)80023-1&gt;)."> <meta property="og:description" content="Implements stacked elastic net regression (Rauschenberger 2020). The elastic net generalises ridge and lasso regularisation (Zou 2005, &lt;doi:10.1111/j.1467-9868.2005.00503.x&gt;). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 &lt;doi:10.1016/S0893-6080(05)80023-1&gt;).">
<meta name="twitter:card" content="summary">
<!-- mathjax --><script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js" integrity="sha256-nvJJv9wWKEm88qvoQl9ekL2J+k/RWIsaSScxxlsrv8k=" crossorigin="anonymous"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/config/TeX-AMS-MML_HTMLorMML.js" integrity="sha256-84DKXVJXs0/F8OTMzX4UR909+jtl4G7SPypPavF+GfA=" crossorigin="anonymous"></script><!--[if lt IE 9]> <!-- mathjax --><script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js" integrity="sha256-nvJJv9wWKEm88qvoQl9ekL2J+k/RWIsaSScxxlsrv8k=" crossorigin="anonymous"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/config/TeX-AMS-MML_HTMLorMML.js" integrity="sha256-84DKXVJXs0/F8OTMzX4UR909+jtl4G7SPypPavF+GfA=" crossorigin="anonymous"></script><!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/html5shiv/3.7.3/html5shiv.min.js"></script> <script src="https://oss.maxcdn.com/html5shiv/3.7.3/html5shiv.min.js"></script>
<script src="https://oss.maxcdn.com/respond/1.4.2/respond.min.js"></script> <script src="https://oss.maxcdn.com/respond/1.4.2/respond.min.js"></script>
<![endif]--> <![endif]-->
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
<div class="container template-home"> <div class="container template-home">
<header><div class="navbar navbar-default navbar-fixed-top" role="navigation"> <header><div class="navbar navbar-default navbar-fixed-top" role="navigation">
<div class="container"> <div class="container">
...@@ -89,10 +89,10 @@ ...@@ -89,10 +89,10 @@
<h2 class="hasAnchor"> <h2 class="hasAnchor">
<a href="#installation" class="anchor"></a>Installation</h2> <a href="#installation" class="anchor"></a>Installation</h2>
<p>Install the current release from <a href="https://CRAN.R-project.org/package=starnet">CRAN</a>:</p> <p>Install the current release from <a href="https://CRAN.R-project.org/package=starnet">CRAN</a>:</p>
<div class="sourceCode" id="cb1"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb1-1" title="1"><span class="kw"><a href="https://rdrr.io/r/utils/install.packages.html">install.packages</a></span>(<span class="st">"starnet"</span>)</a></code></pre></div> <div class="sourceCode" id="cb1"><pre class="r"><span class="fu"><a href="https://rdrr.io/r/utils/install.packages.html">install.packages</a></span>(<span class="st">"starnet"</span>)</pre></div>
<p>or the latest development version from <a href="https://github.com/rauschenberger/starnet">GitHub</a>:</p> <p>or the latest development version from <a href="https://github.com/rauschenberger/starnet">GitHub</a>:</p>
<div class="sourceCode" id="cb2"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb2-1" title="1"><span class="co">#install.packages("devtools")</span></a> <div class="sourceCode" id="cb2"><pre class="r"><span class="co">#install.packages("devtools")</span>
<a class="sourceLine" id="cb2-2" title="2">devtools<span class="op">::</span><span class="kw"><a href="https://devtools.r-lib.org//reference/remote-reexports.html">install_github</a></span>(<span class="st">"rauschenberger/starnet"</span>)</a></code></pre></div> <span class="kw pkg">devtools</span><span class="kw ns">::</span><span class="fu"><a href="https://devtools.r-lib.org//reference/remote-reexports.html">install_github</a></span>(<span class="st">"rauschenberger/starnet"</span>)</pre></div>
</div> </div>
<div id="reference" class="section level2"> <div id="reference" class="section level2">
<h2 class="hasAnchor"> <h2 class="hasAnchor">
...@@ -102,11 +102,11 @@ ...@@ -102,11 +102,11 @@
</div> </div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<div class="links"> <div class="links">
<h2>Links</h2> <h2>Links</h2>
<ul class="list-unstyled"> <ul class="list-unstyled">
<li>Browse source code at <br><a href="https://github.com/rauschenberger/starnet">https://​github.com/​rauschenberger/​starnet</a> <li>Browse source code at <br><a href="https://github.com/rauschenberger/starnet/">https://​github.com/​rauschenberger/​starnet/​</a>
</li> </li>
<li>Report a bug at <br><a href="https://github.com/rauschenberger/starnet/issues">https://​github.com/​rauschenberger/​starnet/​issues</a> <li>Report a bug at <br><a href="https://github.com/rauschenberger/starnet/issues">https://​github.com/​rauschenberger/​starnet/​issues</a>
</li> </li>
...@@ -145,7 +145,7 @@ ...@@ -145,7 +145,7 @@
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
</div> </div>
</footer> </footer>
......
docs/news/index.html
View file @ 7622bf3c
...@@ -10,23 +10,27 @@ ...@@ -10,23 +10,27 @@
<!-- jquery --> <!-- jquery -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js" integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
<!-- Bootstrap --> <!-- Bootstrap -->
<link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.3.7/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous" /> <link href="https://cdnjs.cloudflare.com/ajax/libs/bootswatch/3.4.0/spacelab/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous" />
<script src="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.3.7/js/bootstrap.min.js" integrity="sha256-U5ZEeKfGNOja007MMD3YBI0A3OSZOQbeG6z2f2Y0hu8=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.4.1/js/bootstrap.min.js" integrity="sha256-nuL8/2cJ5NDSSwnKD8VqreErSWHtnEP9E7AySL+1ev4=" crossorigin="anonymous"></script>
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<script src="../bootstrap-toc.js"></script>
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<link href="../pkgdown.css" rel="stylesheet"> <link href="../pkgdown.css" rel="stylesheet">
...@@ -53,7 +57,7 @@ ...@@ -53,7 +57,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
<div class="container template-news"> <div class="container template-news">
<header> <header>
<div class="navbar navbar-default navbar-fixed-top" role="navigation"> <div class="navbar navbar-default navbar-fixed-top" role="navigation">
...@@ -115,7 +119,7 @@ ...@@ -115,7 +119,7 @@
<div class="row"> <div class="row">
<div class="col-md-9 contents"> <div class="col-md-9 contents">
<div class="page-header"> <div class="page-header">
<h1>Changelog <small></small></h1> <h1 data-toc-skip>Changelog <small></small></h1>
<small>Source: <a href='https://github.com/rauschenberger/starnet/blob/master/NEWS.md'><code>NEWS.md</code></a></small> <small>Source: <a href='https://github.com/rauschenberger/starnet/blob/master/NEWS.md'><code>NEWS.md</code></a></small>
</div> </div>
...@@ -128,13 +132,10 @@ ...@@ -128,13 +132,10 @@
</div> </div>
</div> </div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<div id="tocnav"> <nav id="toc" data-toggle="toc" class="sticky-top">
<h2>Contents</h2> <h2 data-toc-skip>Contents</h2>
<ul class="nav nav-pills nav-stacked"> </nav>
<li><a href="#starnet-001-2019-11-14">0.0.1</a></li>
</ul>
</div>
</div> </div>
</div> </div>
...@@ -146,7 +147,7 @@ ...@@ -146,7 +147,7 @@
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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......
docs/pkgdown.css
View file @ 7622bf3c
...@@ -17,6 +17,10 @@ html, body { ...@@ -17,6 +17,10 @@ html, body {
height: 100%; height: 100%;
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position: relative;
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body > .container { body > .container {
display: flex; display: flex;
height: 100%; height: 100%;
...@@ -67,6 +71,10 @@ summary { ...@@ -67,6 +71,10 @@ summary {
margin-top: calc(-60px + 1em); margin-top: calc(-60px + 1em);
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padding-left: 16px;
font-size: 1.35rem;
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padding-left: 15px;
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nav[data-toggle='toc'] .nav .nav > .active > a,
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......
docs/pkgdown.js
View file @ 7622bf3c
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......
docs/pkgdown.yml
View file @ 7622bf3c
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articles: articles:
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script: script.html script: script.html
starnet: starnet.html starnet: starnet.html
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...@@ -10,23 +10,27 @@ ...@@ -10,23 +10,27 @@
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...@@ -38,7 +42,6 @@ ...@@ -38,7 +42,6 @@
<meta property="og:title" content="Extract Coefficients — coef.starnet" /> <meta property="og:title" content="Extract Coefficients — coef.starnet" />
<meta property="og:description" content="Extracts pooled coefficients. <meta property="og:description" content="Extracts pooled coefficients.
(The meta learners weights the coefficients from the base learners.)" /> (The meta learners weights the coefficients from the base learners.)" />
<meta name="twitter:card" content="summary" />
...@@ -56,7 +59,7 @@ ...@@ -56,7 +59,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
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...@@ -136,7 +139,7 @@ ...@@ -136,7 +139,7 @@
<colgroup><col class="name" /><col class="desc" /></colgroup> <colgroup><col class="name" /><col class="desc" /></colgroup>
<tr> <tr>
<th>object</th> <th>object</th>
<td><p>starnet object</p></td> <td><p><a href='starnet.html'>starnet</a> object</p></td>
</tr> </tr>
<tr> <tr>
<th>nzero</th> <th>nzero</th>
...@@ -149,22 +152,24 @@ positive integer, or <code>NULL</code></p></td> ...@@ -149,22 +152,24 @@ positive integer, or <code>NULL</code></p></td>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>List of scalar <code>alpha</code> and vector <code>beta</code>,
containing the pooled intercept and the pooled slopes,
respectively.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>) <pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>)
<span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span> <span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span>
<span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>) <span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>) <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='starnet.html'>starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='no'>coef</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/coef.html'>coef</a></span>(<span class='no'>object</span>)</div></pre> <span class='no'>coef</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/coef.html'>coef</a></span>(<span class='no'>object</span>)</div></pre>
</div> </div>
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<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -175,7 +180,7 @@ positive integer, or <code>NULL</code></p></td> ...@@ -175,7 +180,7 @@ positive integer, or <code>NULL</code></p></td>
</div> </div>
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<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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docs/reference/cv.starnet.html
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Model comparison — cv.starnet" /> <meta property="og:title" content="Model comparison — cv.starnet" />
<meta property="og:description" content="Compares stacked elastic net, tuned elastic net, ridge and lasso." /> <meta property="og:description" content="Compares stacked elastic net, tuned elastic net, ridge and lasso." />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
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...@@ -233,6 +236,19 @@ or <code>NULL</code> ...@@ -233,6 +236,19 @@ or <code>NULL</code>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>List containing the cross-validated loss
(or out-of sample loss if <code>nfolds.ext</code> equals two,
and <code>foldid.ext</code> contains zeros and ones).
The slot <code>meta</code> contains the loss from the stacked elastic net
(<code>stack</code>), the tuned elastic net (<code>tune</code>), ridge, lasso,
and the intercept-only model (<code>none</code>).
The slot <code>base</code> contains the loss from the base learners.
And the slot <code>extra</code> contains the loss from the restricted
stacked elastic net (<code>stack</code>), lasso, and lasso-like elastic net
(<code>enet</code>),
with the maximum number of non-zero coefficients shown in the column name.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>) <pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>)
...@@ -240,16 +256,14 @@ or <code>NULL</code> ...@@ -240,16 +256,14 @@ or <code>NULL</code>
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>mean</span><span class='kw'>=</span><span class='fu'><a href='https://rdrr.io/r/base/colSums.html'>rowSums</a></span>(<span class='no'>X</span>[,<span class='fl'>1</span>:<span class='fl'>20</span>])) <span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>mean</span><span class='kw'>=</span><span class='fu'><a href='https://rdrr.io/r/base/colSums.html'>rowSums</a></span>(<span class='no'>X</span>[,<span class='fl'>1</span>:<span class='fl'>20</span>]))
<span class='co'># \dontshow{</span> <span class='co'># \dontshow{</span>
<span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'>cv.starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>nfolds.ext</span><span class='kw'>=</span><span class='fl'>2</span>,<span class='kw'>nfolds.int</span><span class='kw'>=</span><span class='fl'>3</span>)<span class='co'># }</span></div><div class='img'><img src='cv.starnet-1.png' alt='' width='700' height='433' /></div><div class='input'><span class='kw'>if</span> (<span class='fl'>FALSE</span>) { <span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'>cv.starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>nfolds.ext</span><span class='kw'>=</span><span class='fl'>2</span>,<span class='kw'>nfolds.int</span><span class='kw'>=</span><span class='fl'>3</span>)<span class='co'># }</span></div><div class='img'><img src='cv.starnet-1.png' alt='' width='700' height='433' /></div><div class='input'><span class='co'># \donttest{</span>
<span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'>cv.starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)}</div></pre> <span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'>cv.starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)<span class='co'># }</span></div><div class='img'><img src='cv.starnet-2.png' alt='' width='700' height='433' /></div><div class='input'>
</div></pre>
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<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -260,7 +274,7 @@ or <code>NULL</code> ...@@ -260,7 +274,7 @@ or <code>NULL</code>
</div> </div>
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...@@ -38,7 +42,6 @@ ...@@ -38,7 +42,6 @@
<meta property="og:title" content="glmnet::cv.glmnet — .cv.glmnet" /> <meta property="og:title" content="glmnet::cv.glmnet — .cv.glmnet" />
<meta property="og:description" content="Wrapper for cv.glmnet, <meta property="og:description" content="Wrapper for cv.glmnet,
with different handling of sparsity constraints." /> with different handling of sparsity constraints." />
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...@@ -56,7 +59,7 @@ with different handling of sparsity constraints." /> ...@@ -56,7 +59,7 @@ with different handling of sparsity constraints." />
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...@@ -144,18 +147,18 @@ positive integer</p></td> ...@@ -144,18 +147,18 @@ positive integer</p></td>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Object of class <code><a href='https://rdrr.io/pkg/glmnet/man/cv.glmnet.html'>cv.glmnet</a></code>.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'> <pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
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<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
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...@@ -166,7 +169,7 @@ positive integer</p></td> ...@@ -166,7 +169,7 @@ positive integer</p></td>
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Loss — .loss" /> <meta property="og:title" content="Loss — .loss" />
<meta property="og:description" content="Calculate loss from predicted and observed values" /> <meta property="og:description" content="Calculate loss from predicted and observed values" />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
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...@@ -168,13 +171,10 @@ or <code>NULL</code></p></td> ...@@ -168,13 +171,10 @@ or <code>NULL</code></p></td>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'> <pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
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...@@ -185,7 +185,7 @@ or <code>NULL</code></p></td> ...@@ -185,7 +185,7 @@ or <code>NULL</code></p></td>
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Simulation — .simulate" /> <meta property="og:title" content="Simulation — .simulate" />
<meta property="og:description" content="Functions for simulating data" /> <meta property="og:description" content="Functions for simulating data" />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
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...@@ -151,18 +154,18 @@ positive integer</p></td> ...@@ -151,18 +154,18 @@ positive integer</p></td>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>List of vector <code>y</code> and matrix <code>X</code>.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'> <pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
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<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -173,7 +176,7 @@ positive integer</p></td> ...@@ -173,7 +176,7 @@ positive integer</p></td>
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="glmnet:::auc — glmnet.auc" /> <meta property="og:title" content="glmnet:::auc — glmnet.auc" />
<meta property="og:description" content="Import of auc (internal function)" /> <meta property="og:description" content="Import of auc (internal function)" />
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...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
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...@@ -145,18 +148,18 @@ ...@@ -145,18 +148,18 @@
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<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>area under the ROC curve</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'> <pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
</div></pre> </div></pre>
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...@@ -167,7 +170,7 @@ ...@@ -167,7 +170,7 @@
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...@@ -189,7 +197,7 @@ ...@@ -189,7 +197,7 @@
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Makes Predictions — predict.starnet" /> <meta property="og:title" content="Makes Predictions — predict.starnet" />
<meta property="og:description" content="Predicts outcome from features with stacked model." /> <meta property="og:description" content="Predicts outcome from features with stacked model." />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
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...@@ -134,7 +137,7 @@ ...@@ -134,7 +137,7 @@
<colgroup><col class="name" /><col class="desc" /></colgroup> <colgroup><col class="name" /><col class="desc" /></colgroup>
<tr> <tr>
<th>object</th> <th>object</th>
<td><p>starnet object</p></td> <td><p><a href='starnet.html'>starnet</a> object</p></td>
</tr> </tr>
<tr> <tr>
<th>newx</th> <th>newx</th>
...@@ -157,22 +160,29 @@ positive integer, or <code>NULL</code></p></td> ...@@ -157,22 +160,29 @@ positive integer, or <code>NULL</code></p></td>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Matrix of predicted values, with samples in the rows,
and models in the columns. Included models are
<code>alpha</code> (fixed elastic net),
<code>ridge</code> (i.e. <code>alpha0</code>),
<code>lasso</code> (i.e. <code>alpha1</code>),
<code>tune</code> (tuned elastic net),
<code>stack</code> (stacked elastic net),
and <code>none</code> (intercept-only model).</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>) <pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>)
<span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span> <span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span>
<span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>) <span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>) <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='starnet.html'>starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='no'>y_hat</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/predict.html'>predict</a></span>(<span class='no'>object</span>,<span class='kw'>newx</span><span class='kw'>=</span><span class='no'>X</span>[<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>1</span>),,<span class='kw'>drop</span><span class='kw'>=</span><span class='fl'>FALSE</span>])</div></pre> <span class='no'>y_hat</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/predict.html'>predict</a></span>(<span class='no'>object</span>,<span class='kw'>newx</span><span class='kw'>=</span><span class='no'>X</span>[<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>1</span>),,<span class='kw'>drop</span><span class='kw'>=</span><span class='fl'>FALSE</span>])</div></pre>
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<li><a href="#arguments">Arguments</a></li> </nav>
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</div> </div>
...@@ -183,7 +193,7 @@ positive integer, or <code>NULL</code></p></td> ...@@ -183,7 +193,7 @@ positive integer, or <code>NULL</code></p></td>
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Print Values — print.starnet" /> <meta property="og:title" content="Print Values — print.starnet" />
<meta property="og:description" content="Prints object of class starnet." /> <meta property="og:description" content="Prints object of class starnet." />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
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...@@ -123,7 +126,7 @@ ...@@ -123,7 +126,7 @@
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<div class="ref-description"> <div class="ref-description">
<p>Prints object of class starnet.</p> <p>Prints object of class <a href='starnet.html'>starnet</a>.</p>
</div> </div>
<pre class="usage"><span class='co'># S3 method for starnet</span> <pre class="usage"><span class='co'># S3 method for starnet</span>
...@@ -134,7 +137,7 @@ ...@@ -134,7 +137,7 @@
<colgroup><col class="name" /><col class="desc" /></colgroup> <colgroup><col class="name" /><col class="desc" /></colgroup>
<tr> <tr>
<th>x</th> <th>x</th>
<td><p>starnet object</p></td> <td><p><a href='starnet.html'>starnet</a> object</p></td>
</tr> </tr>
<tr> <tr>
<th>...</th> <th>...</th>
...@@ -142,23 +145,23 @@ ...@@ -142,23 +145,23 @@
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Prints "stacked gaussian/binomial/poisson elastic net".</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>) <pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>)
<span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>20</span> <span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>20</span>
<span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>) <span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>) <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='starnet.html'>starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='fu'><a href='https://rdrr.io/r/base/print.html'>print</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; stacked "gaussian" elastic net </div><div class='input'> <span class='fu'><a href='https://rdrr.io/r/base/print.html'>print</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; stacked "gaussian" elastic net </div><div class='input'>
</div></pre> </div></pre>
</div> </div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -169,7 +172,7 @@ ...@@ -169,7 +172,7 @@
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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</footer> </footer>
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...@@ -10,23 +10,27 @@ ...@@ -10,23 +10,27 @@
<!-- jquery --> <!-- jquery -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js" integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
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<script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/2.0.4/clipboard.min.js" integrity="sha256-FiZwavyI2V6+EXO1U+xzLG3IKldpiTFf3153ea9zikQ=" crossorigin="anonymous"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/2.0.6/clipboard.min.js" integrity="sha256-inc5kl9MA1hkeYUt+EC3BhlIgyp/2jDIyBLS6k3UxPI=" crossorigin="anonymous"></script>
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<!-- pkgdown --> <!-- pkgdown -->
<link href="../pkgdown.css" rel="stylesheet"> <link href="../pkgdown.css" rel="stylesheet">
...@@ -40,7 +44,6 @@ ...@@ -40,7 +44,6 @@
The elastic net generalises ridge and lasso regularisation. The elastic net generalises ridge and lasso regularisation.
Instead of fixing or tuning the mixing parameter alpha, Instead of fixing or tuning the mixing parameter alpha,
we combine multiple alphas by stacked generalisation." /> we combine multiple alphas by stacked generalisation." />
<meta name="twitter:card" content="summary" />
...@@ -58,7 +61,7 @@ we combine multiple alphas by stacked generalisation." /> ...@@ -58,7 +61,7 @@ we combine multiple alphas by stacked generalisation." />
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
<div class="container template-reference-topic"> <div class="container template-reference-topic">
<header> <header>
<div class="navbar navbar-default navbar-fixed-top" role="navigation"> <div class="navbar navbar-default navbar-fixed-top" role="navigation">
...@@ -136,8 +139,8 @@ we combine multiple alphas by stacked generalisation.</p> ...@@ -136,8 +139,8 @@ we combine multiple alphas by stacked generalisation.</p>
<h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2> <h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>
<p>Use function <code>starnet</code> for model fitting. <p>Use function <code><a href='starnet.html'>starnet</a></code> for model fitting.
Type <code><a href='https://rdrr.io/r/base/library.html'>library(starnet)</a></code> and then <code>?starnet</code> or Type <code><a href='https://rdrr.io/pkg/starnet/man'>library(starnet)</a></code> and then <code><a href='starnet.html'>?starnet</a></code> or
<code>help("starnet)"</code> to open its help file.</p> <code>help("starnet)"</code> to open its help file.</p>
<p>See the vignette for further examples. <p>See the vignette for further examples.
Type <code><a href='../articles/starnet.html'>vignette("starnet")</a></code> or <code><a href='https://rdrr.io/r/utils/browseVignettes.html'>browseVignettes("starnet")</a></code> Type <code><a href='../articles/starnet.html'>vignette("starnet")</a></code> or <code><a href='https://rdrr.io/r/utils/browseVignettes.html'>browseVignettes("starnet")</a></code>
...@@ -157,7 +160,7 @@ Predictive and interpretable models via the stacked elastic net". ...@@ -157,7 +160,7 @@ Predictive and interpretable models via the stacked elastic net".
<span class='co'># n samples, p features</span> <span class='co'># n samples, p features</span>
<span class='co'>#--- model fitting ---</span> <span class='co'>#--- model fitting ---</span>
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>) <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='starnet.html'>starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='co'># "base": one model for each alpha</span> <span class='co'># "base": one model for each alpha</span>
<span class='co'># "meta": model for stacking them </span> <span class='co'># "meta": model for stacking them </span>
...@@ -173,18 +176,14 @@ Predictive and interpretable models via the stacked elastic net". ...@@ -173,18 +176,14 @@ Predictive and interpretable models via the stacked elastic net".
<span class='co'>#--- model comparison ---</span> <span class='co'>#--- model comparison ---</span>
<span class='kw'>if</span> (<span class='fl'>FALSE</span>) { <span class='kw'>if</span> (<span class='fl'>FALSE</span>) {
<span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'>cv.starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)} <span class='no'>loss</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='cv.starnet.html'>cv.starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)}
<span class='co'># cross-validated loss for different alpha,</span> <span class='co'># cross-validated loss for different alpha,</span>
<span class='co'># and for tuning and stacking</span></div></pre> <span class='co'># and for tuning and stacking</span></div></pre>
</div> </div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#details">Details</a></li> </nav>
<li><a href="#references">References</a></li>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -195,7 +194,7 @@ Predictive and interpretable models via the stacked elastic net". ...@@ -195,7 +194,7 @@ Predictive and interpretable models via the stacked elastic net".
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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...@@ -10,23 +10,27 @@ ...@@ -10,23 +10,27 @@
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...@@ -37,7 +41,6 @@ ...@@ -37,7 +41,6 @@
<meta property="og:title" content="Stacked Elastic Net Regression — starnet" /> <meta property="og:title" content="Stacked Elastic Net Regression — starnet" />
<meta property="og:description" content="Implements stacked elastic net regression." /> <meta property="og:description" content="Implements stacked elastic net regression." />
<meta name="twitter:card" content="summary" />
...@@ -55,7 +58,7 @@ ...@@ -55,7 +58,7 @@
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
<div class="container template-reference-topic"> <div class="container template-reference-topic">
<header> <header>
<div class="navbar navbar-default navbar-fixed-top" role="navigation"> <div class="navbar navbar-default navbar-fixed-top" role="navigation">
...@@ -216,6 +219,12 @@ or <code>NULL</code> ...@@ -216,6 +219,12 @@ or <code>NULL</code>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Object of class <code>starnet</code>.
The slots <code>base</code> and <code>meta</code>
contain <code><a href='https://rdrr.io/pkg/glmnet/man/cv.glmnet.html'>cv.glmnet</a></code>-like objects,
for the base and meta learners, respectively.</p>
<h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2> <h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>
<p>Posthoc feature selection<strong>:</strong> consider <p>Posthoc feature selection<strong>:</strong> consider
...@@ -234,15 +243,10 @@ argument <code>nzero</code> in functions ...@@ -234,15 +243,10 @@ argument <code>nzero</code> in functions
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>family</span><span class='kw'>=</span><span class='st'>"gaussian"</span>)</div></pre> <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>family</span><span class='kw'>=</span><span class='st'>"gaussian"</span>)</div></pre>
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<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#details">Details</a></li>
<li><a href="#references">References</a></li>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -253,7 +257,7 @@ argument <code>nzero</code> in functions ...@@ -253,7 +257,7 @@ argument <code>nzero</code> in functions
</div> </div>
<div class="pkgdown"> <div class="pkgdown">
<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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...@@ -38,7 +42,6 @@ ...@@ -38,7 +42,6 @@
<meta property="og:title" content="Extract Weights — weights.starnet" /> <meta property="og:title" content="Extract Weights — weights.starnet" />
<meta property="og:description" content="Extracts coefficients from the meta learner, <meta property="og:description" content="Extracts coefficients from the meta learner,
i.e. the weights for the base learners." /> i.e. the weights for the base learners." />
<meta name="twitter:card" content="summary" />
...@@ -56,7 +59,7 @@ i.e. the weights for the base learners." /> ...@@ -56,7 +59,7 @@ i.e. the weights for the base learners." />
</head> </head>
<body> <body data-spy="scroll" data-target="#toc">
<div class="container template-reference-topic"> <div class="container template-reference-topic">
<header> <header>
<div class="navbar navbar-default navbar-fixed-top" role="navigation"> <div class="navbar navbar-default navbar-fixed-top" role="navigation">
...@@ -136,7 +139,7 @@ i.e. the weights for the base learners.</p> ...@@ -136,7 +139,7 @@ i.e. the weights for the base learners.</p>
<colgroup><col class="name" /><col class="desc" /></colgroup> <colgroup><col class="name" /><col class="desc" /></colgroup>
<tr> <tr>
<th>object</th> <th>object</th>
<td><p>starnet object</p></td> <td><p><a href='starnet.html'>starnet</a> object</p></td>
</tr> </tr>
<tr> <tr>
<th>...</th> <th>...</th>
...@@ -144,13 +147,16 @@ i.e. the weights for the base learners.</p> ...@@ -144,13 +147,16 @@ i.e. the weights for the base learners.</p>
</tr> </tr>
</table> </table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Vector containing intercept and slopes from the meta learner.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2> <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>) <pre class="examples"><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/Random.html'>set.seed</a></span>(<span class='fl'>1</span>)
<span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span> <span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>50</span>
<span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>) <span class='no'>y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>) <span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>starnet</span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>) <span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='starnet.html'>starnet</a></span>(<span class='kw'>y</span><span class='kw'>=</span><span class='no'>y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='fu'><a href='https://rdrr.io/r/stats/weights.html'>weights</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; (Intercept) V1 V2 V3 V4 V5 <span class='fu'><a href='https://rdrr.io/r/stats/weights.html'>weights</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; (Intercept) V1 V2 V3 V4 V5
#&gt; 0.08245817 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 #&gt; 0.08245817 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#&gt; V6 V7 V8 V9 V10 V11 #&gt; V6 V7 V8 V9 V10 V11
...@@ -161,13 +167,10 @@ i.e. the weights for the base learners.</p> ...@@ -161,13 +167,10 @@ i.e. the weights for the base learners.</p>
#&gt; 0.00000000 0.00000000 0.00000000 0.00000000 </div><div class='input'> #&gt; 0.00000000 0.00000000 0.00000000 0.00000000 </div><div class='input'>
</div></pre> </div></pre>
</div> </div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar"> <div class="col-md-3 hidden-xs hidden-sm" id="pkgdown-sidebar">
<h2>Contents</h2> <nav id="toc" data-toggle="toc" class="sticky-top">
<ul class="nav nav-pills nav-stacked"> <h2 data-toc-skip>Contents</h2>
<li><a href="#arguments">Arguments</a></li> </nav>
<li><a href="#examples">Examples</a></li>
</ul>
</div> </div>
</div> </div>
...@@ -178,7 +181,7 @@ i.e. the weights for the base learners.</p> ...@@ -178,7 +181,7 @@ i.e. the weights for the base learners.</p>
</div> </div>
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<p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p> <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.5.1.</p>
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......
man/coef.starnet.Rd
View file @ 7622bf3c
...@@ -14,6 +14,11 @@ positive integer, or \code{NULL}} ...@@ -14,6 +14,11 @@ positive integer, or \code{NULL}}
\item{...}{further arguments (not applicable)} \item{...}{further arguments (not applicable)}
} }
\value{
List of scalar \code{alpha} and vector \code{beta},
containing the pooled intercept and the pooled slopes,
respectively.
}
\description{ \description{
Extracts pooled coefficients. Extracts pooled coefficients.
(The meta learners weights the coefficients from the base learners.) (The meta learners weights the coefficients from the base learners.)
......
man/cv.starnet.Rd
View file @ 7622bf3c
...@@ -81,6 +81,19 @@ or \code{NULL} ...@@ -81,6 +81,19 @@ or \code{NULL}
\item{...}{further arguments (not applicable)} \item{...}{further arguments (not applicable)}
} }
\value{
List containing the cross-validated loss
(or out-of sample loss if \code{nfolds.ext} equals two,
and \code{foldid.ext} contains zeros and ones).
The slot \code{meta} contains the loss from the stacked elastic net
(\code{stack}), the tuned elastic net (\code{tune}), ridge, lasso,
and the intercept-only model (\code{none}).
The slot \code{base} contains the loss from the base learners.
And the slot \code{extra} contains the loss from the restricted
stacked elastic net (\code{stack}), lasso, and lasso-like elastic net
(\code{enet}),
with the maximum number of non-zero coefficients shown in the column name.
}
\description{ \description{
Compares stacked elastic net, tuned elastic net, ridge and lasso. Compares stacked elastic net, tuned elastic net, ridge and lasso.
} }
...@@ -91,7 +104,7 @@ X <- matrix(rnorm(n*p),nrow=n,ncol=p) ...@@ -91,7 +104,7 @@ X <- matrix(rnorm(n*p),nrow=n,ncol=p)
y <- rnorm(n=n,mean=rowSums(X[,1:20])) y <- rnorm(n=n,mean=rowSums(X[,1:20]))
\dontshow{ \dontshow{
loss <- cv.starnet(y=y,X=X,nfolds.ext=2,nfolds.int=3)} loss <- cv.starnet(y=y,X=X,nfolds.ext=2,nfolds.int=3)}
\dontrun{ \donttest{
loss <- cv.starnet(y=y,X=X)} loss <- cv.starnet(y=y,X=X)}
} }
man/dot-cv.glmnet.Rd
View file @ 7622bf3c
...@@ -12,6 +12,9 @@ ...@@ -12,6 +12,9 @@
\item{nzero}{maximum number of non-zero coefficients\strong{:} \item{nzero}{maximum number of non-zero coefficients\strong{:}
positive integer} positive integer}
} }
\value{
Object of class \code{\link[glmnet]{cv.glmnet}}.
}
\description{ \description{
Wrapper for \code{\link[glmnet]{cv.glmnet}}, Wrapper for \code{\link[glmnet]{cv.glmnet}},
with different handling of sparsity constraints. with different handling of sparsity constraints.
......
man/dot-simulate.Rd
View file @ 7622bf3c
...@@ -18,6 +18,9 @@ positive integer} ...@@ -18,6 +18,9 @@ positive integer}
\item{family}{character \code{"gaussian"}, \code{"binomial"} or \code{"poisson"}} \item{family}{character \code{"gaussian"}, \code{"binomial"} or \code{"poisson"}}
} }
\value{
List of vector \code{y} and matrix \code{X}.
}
\description{ \description{
Functions for simulating data Functions for simulating data
} }
......
man/glmnet.auc.Rd
View file @ 7622bf3c
...@@ -13,6 +13,9 @@ glmnet.auc(y, prob, w) ...@@ -13,6 +13,9 @@ glmnet.auc(y, prob, w)
\item{w}{(ignored here)} \item{w}{(ignored here)}
} }
\value{
area under the ROC curve
}
\description{ \description{
Import of \code{\link[glmnet]{auc}} (internal function) Import of \code{\link[glmnet]{auc}} (internal function)
} }
......
man/predict.starnet.Rd
View file @ 7622bf3c
...@@ -20,6 +20,16 @@ positive integer, or \code{NULL}} ...@@ -20,6 +20,16 @@ positive integer, or \code{NULL}}
\item{...}{further arguments (not applicable)} \item{...}{further arguments (not applicable)}
} }
\value{
Matrix of predicted values, with samples in the rows,
and models in the columns. Included models are
\code{alpha} (fixed elastic net),
\code{ridge} (i.e. \code{alpha0}),
\code{lasso} (i.e. \code{alpha1}),
\code{tune} (tuned elastic net),
\code{stack} (stacked elastic net),
and \code{none} (intercept-only model).
}
\description{ \description{
Predicts outcome from features with stacked model. Predicts outcome from features with stacked model.
} }
......
man/print.starnet.Rd
View file @ 7622bf3c
...@@ -11,6 +11,9 @@ ...@@ -11,6 +11,9 @@
\item{...}{further arguments (not applicable)} \item{...}{further arguments (not applicable)}
} }
\value{
Prints "stacked gaussian/binomial/poisson elastic net".
}
\description{ \description{
Prints object of class \link[starnet]{starnet}. Prints object of class \link[starnet]{starnet}.
} }
......
man/starnet.Rd
View file @ 7622bf3c
...@@ -66,6 +66,12 @@ or \code{NULL} ...@@ -66,6 +66,12 @@ or \code{NULL}
\item{...}{further arguments passed to \code{\link[glmnet]{glmnet}}} \item{...}{further arguments passed to \code{\link[glmnet]{glmnet}}}
} }
\value{
Object of class \code{\link[starnet]{starnet}}.
The slots \code{base} and \code{meta}
contain \code{\link[glmnet]{cv.glmnet}}-like objects,
for the base and meta learners, respectively.
}
\description{ \description{
Implements stacked elastic net regression. Implements stacked elastic net regression.
} }
......
man/weights.starnet.Rd
View file @ 7622bf3c
...@@ -11,6 +11,9 @@ ...@@ -11,6 +11,9 @@
\item{...}{further arguments (not applicable)} \item{...}{further arguments (not applicable)}
} }
\value{
Vector containing intercept and slopes from the meta learner.
}
\description{ \description{
Extracts coefficients from the meta learner, Extracts coefficients from the meta learner,
i.e. the weights for the base learners. i.e. the weights for the base learners.
......
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