hongooi73/glmnetUtils
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 toglmnet
. -
cv.glmnet.formula
does a similar thing forcv.glmnet
. - Methods for
predict
andcoef
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 forcv.glmnet
. Optionally does the cross-validation in parallel. - Methods for
plot
,predict
andcoef
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)
最近版本更新:(数据更新于 2024-10-14 09:51:17)
主题(topics):
cross-validation, glmnet, lasso, r, regression-models
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