1.核心参数:(括号内名称是别名) objective(objective,app ,application):默认为regression,用于设置损失函数 回归问题: L2损失:regression(regression_l2,l2,mean_squared_error,mse,l2_root,root_mean_squared_error,rmse) L1损失:regression_l1(l1, mean_absolute_error, mae) 其他损失:huber,fair,poisson,quantile...
family = "poisson"代表拟合poisson回归模型 family = "multinomial"代表拟合多分类logistic回归模型 alpha = 1表示lasso回归,alpha = 0表示岭回归 set.seed(123) fit <- glmnet(train.x, train.y, family = "cox", alpha = 1) plot(fit, label = T, xvar = "lambda") 交叉验证 通过交叉验证找到最...
POISSON regressionREGRESSION analysisNULL hypothesisTRUSTHYPOTHESISLOGISTIC regression analysisMany would probably be content to use Bayesian methodology for hypothesis testing, if it was easy, objective and with trustworthy assumptions. The Bayesian information criterion and some simple bounds on Bayes factor ...
这个包采用的算法是循环坐标下降法(cyclical coordinate descent),能够处理的模型包括 linear regression,logistic and multinomial regression models, poisson regression 和 the Cox model,用到的正则化方法就是l1范数(lasso)、l2范数(岭回归)和它们的混合 (elastic net)。 在Python 中,Lasso 是 sklearn 包下的一个...
Logistic regression Conditional logistic regression Poisson regression Kendall's rank correlation Spearman's rank correlation Non-parametric linear regression Cox regression Sample size estimation Survival analysis and time series References Cox (Proportional Hazards) RegressionMenu location: Analysis_Survival_...
family=“poisson” 适用于非负次数因变量(count) family=“binomial” 适用于二元离散因变量(binary) family=“multinomial” 适用于多元离散因变量(category) 参数nlambda=50让算法自动挑选50个不同的λ值,拟合出50个系数不同的模型。 参数alpha=1输入α值,1是它的默认值。参数α来控制应对高相关性(highly corre...
Nonetheless, we can still use regression for these problems. Let's suppose, for simplicity's sake, that we have only one predictor x, and that we let yi = 1 for a "yes" and yi = 0 for a "no." One nave way of forecasting y is simply to plunge ahead with the basic, one-...
16.A Study on Effects of Censoring Proportions to Cox Regression Model in Survival Analysis生存分析中删失数据比例对Cox回归模型影响的研究 17.The Poisson risk model with constant interest rate under a threshold dividend strategy--Gerber-Shiu discounted penalty function;按比例分红策略下具有常利率的泊松风...
require(mgcv);require(survival)## First define functions for producing Poisson model data frameapp <-function(x,t,to) {## wrapper to approx for calling from apply...y <-if(sum(!is.na(x))<1) rep(NA,length(to))elseapprox(t,x,to,method="constant",rule=2)$yif(is.factor(x)) fact...
Poisson process’) is a generalization of a Poisson process, where the intensity field is itself a random process. Conditioned on a realization of the intensity field, the Cox process reduces to a Poisson process (see the Methods section for a more detailed definition of Poisson and Cox ...