relaxnet: Relaxation of glmnet models (as in relaxed lasso, Meinshausen 2007)

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Extends the glmnet package with "relaxation", done by running glmnet once on the entire predictor matrix, then again on each different subset of variables from along the regularization path. Relaxation may lead to improved prediction accuracy for truly sparse data generating models, as well as fewer false positives (i.e. fewer noncontributing predictors in the final model). Penalty may be lasso (alpha = 1) or elastic net (0 < alpha < 1). For this version, family may be "gaussian" or "binomial" only. Takes advantage of fast FORTRAN code from the glmnet package.

Author
Stephan Ritter, Alan Hubbard
Date of publication
2013-08-16 18:29:00
Maintainer
Stephan Ritter <stephanritterRpacks@gmail.com>
License
GPL (>= 2)
Version
0.3-2
URLs

View on CRAN

Man pages

cv.relaxnet
Cross-Validation for relaxnet Models
predict.cv.relaxnet
Predict Methods for cv.relaxnet and cv.alpha.relaxnet Objects
predict.relaxnet
Predict Method for '"relaxnet"' Objects
print.relaxnet
Print Method for relaxnet Objects
relaxnet
Relaxation (as in Relaxed Lasso, Meinshausen 2007) applied to...
relaxnet-package
Relaxation (as in Relaxed Lasso, Meinshausen 2007) Applied to...
summary.relaxnet
Generate and print summaries of class '"relaxnet"' objects.

Files in this package

relaxnet
relaxnet/NAMESPACE
relaxnet/R
relaxnet/R/predict.cv.relaxnet.R
relaxnet/R/predict.relaxnet.R
relaxnet/R/relaxnet.R
relaxnet/R/cv.relaxnet.R
relaxnet/R/cv.alpha.relaxnet.R
relaxnet/R/predict.cv.alpha.relaxnet.R
relaxnet/R/summary.relaxnet.R
relaxnet/R/zzz.R
relaxnet/MD5
relaxnet/DESCRIPTION
relaxnet/ChangeLog
relaxnet/man
relaxnet/man/predict.cv.relaxnet.Rd
relaxnet/man/print.relaxnet.Rd
relaxnet/man/cv.relaxnet.Rd
relaxnet/man/summary.relaxnet.Rd
relaxnet/man/relaxnet-package.Rd
relaxnet/man/relaxnet.Rd
relaxnet/man/predict.relaxnet.Rd