The c060 package provides additional functions to perform stability selection, model validation and parameter tuning for glmnet models.
Thomas Hielscher [email protected], Manuela Zucknick, Natalia Becker, Frédéric Bertrand.
Friedman, J., Hastie, T. and Tibshirani, R. (2008)
Regularization Paths for Generalized Linear Models via Coordinate
Descent, https://web.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
https://www.jstatsoft.org/v33/i01/
Simon, N., Friedman, J., Hastie,
T., Tibshirani, R. (2011) Regularization Paths for Cox's Proportional
Hazards Model via Coordinate Descent, Journal of Statistical Software, Vol.
39(5) 1-13
https://www.jstatsoft.org/v39/i05/
Porzelius, C.,
Binder, H., and Schumacher, M. (2009) Parallelized prediction error
estimation for evaluation of high-dimensional models, Bioinformatics, Vol.
25(6), 827-829.
Sill M., Hielscher T., Becker N. and Zucknick M. (2014),
c060: Extended Inference with Lasso and Elastic-Net Regularized Cox
and Generalized Linear Models, Journal of Statistical Software, Volume
62(5), pages 1--22. https://doi.org/10.18637/jss.v062.i05.
predictProb.coxnet,
peperr, glmnet