glmnetUtils

Some quality-of-life functions to streamline the process of fitting elastic net models with glmnet, specifically:

• glmnet.formula provides a formula/data frame interface to glmnet.
• cv.glmnet.formula does a similar thing for cv.glmnet.
• Methods for predict and coef for both the above.
• A function cvAlpha.glmnet to choose both the alpha and lambda parameters via cross-validation, following the approach described in the help page for cv.glmnet. Optionally does the cross-validation in parallel.
• Methods for plot, predict and coef for the above.

You can install the development version from Github using devtools::install_github.

install.packages("devtools")
library(devtools)
install_github("hong-revo/glmnetUtils")
library(glmnetUtils)