extract_glmnet_alpha: extract_glmnet_alpha

In AndrewLawrence/dCVnet: doubly cross-validated elastic-net regularised generalised linear models

extract_glmnet_alpha

Description

glmnet model objects do not explicitly include the alpha value which was used when the model was fit. This utility function tries to extract the value of alpha used to fit a glmnet object - this is not always possible (e.g. if alpha was set by a named variable no-longer in the environment)

Usage

extract_glmnet_alpha(mod)

Arguments

mod	a glmnet or cv.glmnet model

Details

Note: dCVnet will quietly extend the glmnet models it fits to include additional information. This information includes the alpha value (see set_glmnet_alpha). This dCVnet specified alpha value will be extracted with priority over alpha values implied in the model without checking. The dCVnet extension of the (cv.)glmnet S3 class is very basic.

See Also

set_glmnet_alpha

AndrewLawrence/dCVnet documentation built on Sept. 24, 2024, 5:24 a.m.