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c060

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

Maintainer F. Bertrand

The goal of the c060 package is to provide additional functions to perform stability selection, model validation and parameter tuning for glmnet models.

Installation

You can install the released version of c060 from CRAN with:

install.packages("c060")

And the development version from GitHub with:

install.packages("devtools")
devtools::install_github("fbertran/c060")

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Version

Install

install.packages('c060')

Monthly Downloads

321

Version

0.3-0

License

GPL-2

Issues

2

Pull Requests

0

Stars

3

Forks

0

Maintainer

Frederic Bertrand

Last Published

March 23rd, 2023

Functions in c060 (0.3-0)

predictProb.glmnet

Extract predicted survival probabilities from a glmnet fit
stabpath

Stability path for glmnet models
tune.glmnet.interval

Wrapper function for glmnet objects.
plot.sum.intsearch

Plot Summary object for interval search models
predictProb.coxnet

Extract predicted survival probabilities from a glmnet fit
summary.intsearch

Summary method for interval search models
stabsel

function to estimate a stable set of variables
Plot.coef.glmnet

function to highlight the path of a pre-specified set of variables within the coefficient path
PLL.coxnet

Predictive partial log-likelihood for glmnet Cox PH model fit
epsgo

Efficient Parameter Selection via Global Optimization
aggregation.auc

Determine the area under the ROC curve for a fitted model
balancedFolds

Function producing stratified/ balanced folds for cross validation
fit.glmnet

Interface function for fitting a penalized regression model with glmnet
Plot.peperr.curves

Plot method for prediction error curves of a peperr object
coef.sum.intsearch

Get coefficients for a model
plot.stabpath

function to plot a stability path
complexity.glmnet

Interface for determination of penalty lambda in penalized regression model via cross-validation