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Trains and test prediction models

Usage

traintest(
  y_train,
  X_train,
  y_test = NULL,
  X_test = NULL,
  family,
  alpha,
  method = c("glm.separate", "glm.transfer", "sparselink", "glm.common"),
  alpha.init,
  type
)

Arguments

y_train

target of training samples: vector of length n

X_train

features of training samples: n x p matrix

y_test

target of testing samples: vector of length m

X_test

features of testing samples m x p matrix

family

character "gaussian" or "binomial"

alpha

elastic net mixing paramter

method

character vector

alpha.init

elastic net mixing parameter for initial regressions

type

character