glmnetUtils v1.1.3

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Utilities for 'Glmnet'

Provides a formula interface for the 'glmnet' package for elasticnet regression, a method for cross-validating the alpha parameter, and other quality-of-life tools.

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glmnetUtils

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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)

Functions in glmnetUtils

Name Description
glmnetUtils Utilities for glmnet
glmnet.model.matrix Model matrix options for glmnet
cv.glmnet Formula interface for elastic net cross-validation with cv.glmnet
glmnet Formula interface for elastic net modelling with glmnet
cva.glmnet Do elastic net cross-validation for alpha and lambda simultaneously
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intro.rmd
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Details

Type Package
NeedsCompilation no
VignetteBuilder knitr
Copyright Microsoft
License GPL-2
URL https://github.com/Hong-Revo/glmnetUtils
Collate 'glmnetUtils.r' 'cvGlmnetFormula.r' 'cvaGlmnetFormula.r' 'glmnetFormula.r' 'makeModelComponents.r'
RoxygenNote 6.1.1
Packaged 2019-11-18 06:04:20 UTC; hongo
Repository CRAN
Date/Publication 2019-11-18 06:40:03 UTC

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