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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.predict and coef for both the
above.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.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)These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.