The version 1.1 update to my glmnetUtils package is now available on CRAN.
glmnetUtils provides a formula interface for the 'glmnet' package for
elasticnet regression, a method for cross-validating the alpha parameter, and
other quality-of-life tools.
>From the NEWS.md file:
- Now allows interaction and expression terms without requiring
use.model.frame=TRUE. This works in an additive fashion, ie the formula ~ a +
b:c + d*e is treated as consisting of three terms, a, b:c and d*e each of which
is processed independently of the others. A dot in the formula includes all main
effect terms, ie ~ . + a:b + f(x) expands to ~ a + b + x + a:b + f(x) (assuming
a, b and x are the only columns in the data). Note that a formula like ~ (a + b)
+ (c + d) will be treated as two terms, a + b and c + d.
- The call component of a glmnet/cv.glmnet object that uses the original
matrix/vector interface is now useful.
- You can now explicitly specify the vector of crossvalidation folds (for the
inner loop over lambda) when calling cva.glmnet.
- Correctly handle non-syntactic factor variables in a formula.
You can download it from: https://cran.r-project.org/package=glmnetUtils
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