Lasso and Elastic-Net Regularized Generalized Linear Models


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Documentation for package ‘glmnet’ version 4.1-3

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glmnet-package Elastic net model paths for some generalized linear models
assess.glmnet assess performance of a 'glmnet' object using test data.
beta_CVX Simulated data for the glmnet vignette
bigGlm fit a glm with all the options in 'glmnet'
BinomialExample Synthetic dataset with binary response
Cindex compute C index for a Cox model
coef.cv.glmnet make predictions from a "cv.glmnet" object.
coef.cv.relaxed make predictions from a "cv.glmnet" object.
coef.glmnet Extract coefficients from a glmnet object
coef.relaxed Extract coefficients from a glmnet object
confusion.glmnet assess performance of a 'glmnet' object using test data.
cox.fit Fit a Cox regression model with elastic net regularization for a single value of lambda
cox.path Fit a Cox regression model with elastic net regularization for a path of lambda values
CoxExample Synthetic dataset with right-censored survival response
coxgrad Compute gradient for Cox model
coxnet.deviance Compute deviance for Cox model
cox_obj_function Elastic net objective function value for Cox regression model
cv.glmnet Cross-validation for glmnet
deviance.glmnet Extract the deviance from a glmnet object
dev_function Elastic net deviance value
elnet.fit Solve weighted least squares (WLS) problem for a single lambda value
fid Helper function for Cox deviance and gradient
get_cox_lambda_max Get lambda max for Cox regression model
get_eta Helper function to get etas (linear predictions)
get_start Get null deviance, starting mu and lambda max
glmnet fit a GLM with lasso or elasticnet regularization
glmnet.control internal glmnet parameters
glmnet.fit Fit a GLM with elastic net regularization for a single value of lambda
glmnet.measures Display the names of the measures used in CV for different "glmnet" families
glmnet.path Fit a GLM with elastic net regularization for a path of lambda values
makeX convert a data frame to a data matrix with one-hot encoding
MultiGaussianExample Synthetic dataset with multiple Gaussian responses
MultinomialExample Synthetic dataset with multinomial response
mycoxph Helper function to fit coxph model for survfit.coxnet
mycoxpred Helper function to amend ... for new data in survfit.coxnet
na.replace Replace the missing entries in a matrix columnwise with the entries in a supplied vector
obj_function Elastic net objective function value
pen_function Elastic net penalty value
plot.cv.glmnet plot the cross-validation curve produced by cv.glmnet
plot.cv.relaxed plot the cross-validation curve produced by cv.glmnet
plot.glmnet plot coefficients from a "glmnet" object
plot.mrelnet plot coefficients from a "glmnet" object
plot.multnet plot coefficients from a "glmnet" object
plot.relaxed plot coefficients from a "glmnet" object
PoissonExample Synthetic dataset with count response
predict.coxnet Extract coefficients from a glmnet object
predict.cv.glmnet make predictions from a "cv.glmnet" object.
predict.cv.relaxed make predictions from a "cv.glmnet" object.
predict.elnet Extract coefficients from a glmnet object
predict.fishnet Extract coefficients from a glmnet object
predict.glmnet Extract coefficients from a glmnet object
predict.glmnetfit Get predictions from a 'glmnetfit' fit object
predict.lognet Extract coefficients from a glmnet object
predict.mrelnet Extract coefficients from a glmnet object
predict.multnet Extract coefficients from a glmnet object
predict.relaxed Extract coefficients from a glmnet object
print.bigGlm print a glmnet object
print.cv.glmnet print a cross-validated glmnet object
print.cv.relaxed print a cross-validated glmnet object
print.glmnet print a glmnet object
print.relaxed print a glmnet object
QuickStartExample Synthetic dataset with Gaussian response
relax.glmnet fit a GLM with lasso or elasticnet regularization
response.coxnet Make response for coxnet
rmult Generate multinomial samples from a probability matrix
roc.glmnet assess performance of a 'glmnet' object using test data.
SparseExample Synthetic dataset with sparse design matrix
stratifySurv Add strata to a Surv object
survfit.coxnet Compute a survival curve from a coxnet object
survfit.cv.glmnet Compute a survival curve from a cv.glmnet object
use.cox.path Check if glmnet should call cox.path
weighted_mean_sd Helper function to compute weighted mean and standard deviation
x Simulated data for the glmnet vignette
y Simulated data for the glmnet vignette