PHReg.fit_regularized()

statsmodels.duration.hazard_regression.PHReg.fit_regularized

PHReg.fit_regularized(method='elastic_net', alpha=0.0, start_params=None, refit=False, **kwargs) [source]

Return a regularized fit to a linear regression model.

Parameters:

method :

Only the elastic_net approach is currently implemented.

alpha登录查看完整内容