glmnetUtils | R Documentation |
Some quality-of-life functions to streamline the process of fitting elastic net models with the glmnet
package, 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.
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