Package: glmnetSE 0.0.1

Sebastian Bahr

glmnetSE: Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage)

Builds a LASSO, Ridge, or Elastic Net model with 'glmnet' or 'cv.glmnet' with bootstrap inference statistics (SE, CI, and p-value) for selected coefficients with no shrinkage applied for them. Model performance can be evaluated on test data and an automated alpha selection is implemented for Elastic Net. Parallelized computation is used to speed up the process. The methods are described in Friedman et al. (2010) <doi:10.18637/jss.v033.i01> and Simon et al. (2011) <doi:10.18637/jss.v039.i05>.

Authors:Sebastian Bahr [cre, aut]

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Bug tracker:https://github.com/sebastianbahr/glmnetse/issues

On CRAN:

1 exports 2 stars 0.83 score 11 dependencies 10 scripts 199 downloads

Last updated 3 years agofrom:dfa699d9d3. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:glmnetSE

Dependencies:bootcodetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival