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https://github.com/hongooi73/glmnetutils

Utilities for glmnet
https://github.com/hongooi73/glmnetutils

cross-validation glmnet lasso r regression-models

Last synced: about 1 month ago
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Utilities for glmnet

Host: GitHub
URL: https://github.com/hongooi73/glmnetutils
Owner: hongooi73
Created: 2015-03-31T13:51:31.000Z (almost 10 years ago)
Default Branch: master
Last Pushed: 2023-09-10T05:15:34.000Z (over 1 year ago)
Last Synced: 2024-04-26T22:23:30.091Z (8 months ago)
Topics: cross-validation, glmnet, lasso, r, regression-models
Language: R
Size: 318 KB
Stars: 63
Watchers: 6
Forks: 18
Open Issues: 5
Metadata Files:
- Readme: README.md

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README

        # glmnetUtils

![R-CMD-check](https://github.com/hongooi73/glmnetUtils/workflows/R-CMD-check/badge.svg)

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("hongooi73/glmnetUtils")

    library(glmnetUtils)