glmnet (version 5.0)

bigGlm: fit a glm with all the options in glmnet

Description

Fit a generalized linear model as in glmnet but unpenalized. This allows all the features of glmnet such as sparse x, bounds on coefficients, offsets, and so on.

Usage

bigGlm(x, ..., path = FALSE)

Value

It returns an object of class "bigGlm" that inherits from class "glmnet". That means it can be predicted from, coefficients extracted via coef. It has its own print method.

Details

This is essentially the same as fitting a "glmnet" model with a single value lambda=0, but it avoids some edge cases. CAVEAT: If the user tries a problem with N smaller than or close to p for some models, it is likely to fail (and maybe not gracefully!) If so, use the path=TRUE argument.

See Also

print, predict, and coef methods.

Examples

# Gaussian
x = matrix(rnorm(100 * 20), 100, 20)
y = rnorm(100)
fit1 = bigGlm(x, y)
print(fit1)

fit2=bigGlm(x,y>0,family="binomial")
print(fit2)
fit2p=bigGlm(x,y>0,family="binomial",path=TRUE)
print(fit2p)