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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 cva.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)

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install.packages('glmnetUtils')

Monthly Downloads

2,640

Version

1.1

License

GPL-2

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Maintainer

Hong Ooi

Last Published

August 1st, 2017

Functions in glmnetUtils (1.1)

glmnet

Formula interface for elastic net modelling with glmnet
glmnet.model.matrix

Model matrix options for glmnet
cv.glmnet

Formula interface for elastic net cross-validation with cv.glmnet
cva.glmnet

Do elastic net cross-validation for alpha and lambda simultaneously
glmnetUtils

Utilities for glmnet