Errors in Sub Set Model and and Lasso Model

Publishing Your Results
1

Hello

We are trying to use the best subset model and the lasso model however we get the following error for the models:

For bestsubset:
Error in leaps.exhaustive(a, really.big): Exhaustive seach will be S L O W, must specify really.big=T

Lasso error:
There were missing values in resampled performance measues

The models looks as follows:
Bestsubset

best.subset=regsubsets(y_High~ . -X - y_Low - y_Today - y_Direction, data = train, nvmax =5)

Lasso:

library(caret)
lasso= train(y_High~ . -X - y_Low - y_Today - y_Direction, data = train, method = "glmnet", trControl = myControl, tuneGrid = expand.grid(alpha = 1, lambda = seq(0.0001, 1, length = 20)))

How are we available to fix those errors?

Our training data has 1400 observations with 96 variables

2

Simply include ",really.big=T" after nvmax=5

3

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