Relaxed lasso#1

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ntmv wants to merge 97 commits intomainfrom

Commits on Jun 19, 2023

Initial commit of attempt to implement relaxed_LASSO with linear regression on practice data using glmnet
Alexr626
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Commits on Jun 26, 2023

Added custom functions to fit OLS on all lambdas from LASSO from first iteration
Alexr626
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Deleted initial fitting procedures that resembled Post-LASSO or used single lambda value from LASSO fit
Alexr626
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(Hopefully) correct versions of relaxed LASSO implemented with correctly calculated testing MSEs.
Alexr626
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Commits on Jun 27, 2023

Commits on Jun 29, 2023

Base code for single round of simulation.
Alexr626
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Commits on Jun 30, 2023

Commits on Jul 3, 2023

Commits on Jul 4, 2023

Commits on Jul 6, 2023

Commits on Jul 7, 2023

Fixed simulation such that MSE table now contains correct test-MSEs for my relaxed LASSO implementation and test-MSEs for post LASSO
Alexr626
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Commits on Jul 11, 2023

Commits on Jul 13, 2023

Commits on Jul 20, 2023

Added mse matrix that stores mse values calculated across all folds and lambdas to create cv plot
Alexr626
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Commits on Jul 26, 2023

Commits on Jul 31, 2023

Cut down run time of relaxed lasso to less than 5 minutes (5 fold cv)
Alexr626
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Commits on Aug 3, 2023

Commits on Aug 9, 2023

Created new script to simulate relaxed LASSO on non-survival data with a multinomial response
Alexr626
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Commits on Aug 10, 2023

Fixed relaxed implementation with non-survival data so that it uses fit_cbmodel (as intended) and fixed simulation comparing it to glmnet relaxed = TRUE implementation
Alexr626
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Commits on Aug 12, 2023

Commits on Aug 14, 2023

Added code to fit non-survival multinomial data using relaxed_enet_nnet (using nnet for unpenalized fit on subsetted coefficients), changed cv implementation to fit multinomial LR on non-casebase d…
Alexr626
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Commits on Aug 16, 2023

Commits on Aug 22, 2023

Commits on May 23, 2024

Restructuring repository to improve organization and clarify workflow of project
Alexr626
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