Lasso and Elastic-Net Regularized Generalized Linear Models


[Up] [Top]

Documentation for package ‘glmnet’ version 4.0-2

Help Pages

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'
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.
coxgrad compute gradient for cox model
coxnet.deviance compute deviance for cox model output
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
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
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
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
relax.glmnet fit a GLM with lasso or elasticnet regularization
rmult Generate multinomial samples from a probability matrix
roc.glmnet assess performance of a 'glmnet' object using test data.
x Simulated data for the glmnet vignette
y Simulated data for the glmnet vignette