regEngine function

General purpose regression engine for the methods bayesglm, glm and glmnet

regEngine(
  XYdata,
  method = "bayesglm",
  regIntercept = FALSE,
  lambda = NA,
  alpha = 1
)

Arguments

• XYdata: matrix with X and Y columns. First column is named as y, other columns are X.
• method: string among ("glm", "glmnet", "bayesglm").
• regIntercept: Logical. Should intercept be included in the model?
• lambda: for method "glmnet".
• alpha: for "glmnet"

Returns

list with elements: coef, se, lambda, fit (Coefficients, SE, lambda, if used, fit object.)

Author(s)

Abhirup