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:
glmnetSE_0.0.1.tar.gz
glmnetSE_0.0.1.zip(r-4.5)glmnetSE_0.0.1.zip(r-4.4)glmnetSE_0.0.1.zip(r-4.3)
glmnetSE_0.0.1.tgz(r-4.4-any)glmnetSE_0.0.1.tgz(r-4.3-any)
glmnetSE_0.0.1.tar.gz(r-4.5-noble)glmnetSE_0.0.1.tar.gz(r-4.4-noble)
glmnetSE_0.0.1.tgz(r-4.4-emscripten)glmnetSE_0.0.1.tgz(r-4.3-emscripten)
glmnetSE.pdf |glmnetSE.html✨
glmnetSE/json (API)
NEWS
| # Install 'glmnetSE' in R: |
| install.packages('glmnetSE', repos = c('https://sebastianbahr.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sebastianbahr/glmnetse/issues
Last updated 3 years agofrom:dfa699d9d3. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 26 2024 |
| R-4.5-win | NOTE | Oct 26 2024 |
| R-4.5-linux | NOTE | Oct 26 2024 |
| R-4.4-win | NOTE | Oct 26 2024 |
| R-4.4-mac | NOTE | Oct 26 2024 |
| R-4.3-win | NOTE | Oct 26 2024 |
| R-4.3-mac | NOTE | Oct 26 2024 |
Exports:glmnetSE
Dependencies:bootcodetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage) | glmnetSE |
| Plot ROC Curve of a fitted glmnetSE Model on Test Data | plot.glmnetSE |
| Summary Function for a fitted glmnetSE Objects | summary.glmnetSE |