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Simple wrapper for glmnet::bigGlm(), designed for sparse matrices.

Usage

mdl_bigGlm(y, X, ...)

Arguments

y

The outcome variable.

X

The (sparse) feature matrix.

...

Additional arguments passed to bigGlm. See glmnet::bigGlm() for a complete list of arguments.

Value

mdl_bigGlm returns an object of S3 class mdl_bigGlm.

Examples

bigglm_fit <- mdl_bigGlm(rnorm(100), matrix(rnorm(1000), 100, 10))
class(bigglm_fit)
#> [1] "mdl_bigGlm" "list"