glmnetUtils {glmnetUtils}

Utilities for glmnet

Description

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.