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…ession on practice data using glmnet
…single lambda value from LASSO fit
…tly calculated testing MSEs. TODO: calculate AIC, BIC, and other testing metrics
…sing it vs glmnet gives different final coefficient estimates. Deleted extraneous code.
…ation (runtime significantly reduced)
myRelaxed() seemingly functional for linear model fits, uses custom CV function such that runtime is about ~0.5 seconds.
Creating one function to run a single iteration of simulation Creating function to run entire simulation
TODO: Clean code and refactor function such that OLS w/ LASSO and OLS on selected predictors are both fit using cross validation with identical folds
…ional task left: summarize resulting simulation table into coefficient biases and average test MSEs
…or my relaxed LASSO implementation and test-MSEs for post LASSO
…ession on practice data using glmnet rebase with main
Changed simulation script to simulate p = 120 case with higher signal (true coefficients = 5 instead of 1)
…ion functions to helper_functions.R
…eds were hardcoded
… be specified if initial_max_grid is specified
…h a multinomial response Changed multinom.relaxed_enet to take non-survival data
…it_cbmodel (as intended) and fixed simulation comparing it to glmnet relaxed = TRUE implementation
…ized LR after subsetting covariates.
…et (using nnet for unpenalized fit on subsetted coefficients), changed cv implementation to fit multinomial LR on non-casebase data.
…and Nirupama's implementations Adding new helper function script with all functions used for multinomial simulation
…iates subsetted from dataframes upon subsetting
1) Compare all attempted implementation of relaxed in multinomial setting 2) Compare correct implementation of relaxed in multinomial setting at different gamma values
… multinomial model with mtool, and calculating multinomial deviance on test set
…test implementation on survival data
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