Extended Inference for Lasso and Elastic-Net Regularized Cox and Generalized Linear Models

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Documentation for package ‘c060’ version 0.2-7

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aggregation.auc Determine the area under the ROC curve for a fitted model
balancedFolds Function producing stratified/ balanced folds for cross validation
coef.sum.intsearch Get coefficients for a model
complexity.glmnet Interface for determination of penalty lambda in penalized regression model via cross-validation
epsgo Efficient Parameter Selection via Global Optimization
fit.glmnet Interface function for fitting a penalized regression model with 'glmnet'
PLL.coxnet Predictive partial log-likelihood for glmnet Cox PH model fit
Plot.coef.glmnet function to highlight the path of a pre-specified set of variables within the coefficient path
Plot.peperr.curves Plot method for prediction error curves of a peperr object
plot.stabpath function to plot a stability path
plot.sum.intsearch Plot Summary object for interval search models
predictProb.coxnet Extract predicted survival probabilities from a glmnet fit
predictProb.glmnet Extract predicted survival probabilities from a glmnet fit
stabpath Stability path for glmnet models
stabsel function to estimate a stable set of variables
summary.intsearch Summary method for interval search models
tune.glmnet.interval Wrapper function for 'glmnet' objects.