suppressMessages(library(glmnet))
library(ISLR)
rdata = mtcars
name_y = "mpg"
y <- rdata[, name_y]
x = model.matrix(as.formula(paste(name_y, "~.")), rdata)[,-1]
set.seed(1)
train = sample(1:nrow(x), nrow(x)*0.7)
test = (-train)
y.test = y[test]
grid = 10^seq(10,-2, length =100)
ridge.mod <- glmnet(x[train,], y[train], alpha = 0,
lambda = grid, thresh = 1e-12)
cv.out = cv.glmnet(x[train,], y[train], nfolds = 5, alpha =0)
lambda =cv.out$lambda.min
mtcars is used as an example to show the implementation