gamlrUtils
Some quality-of-life functions to streamline the process of fitting penalized Gamma models with gamlr
, specifically:
gamlr.formula
provides a formula/data frame interface togamlr
.cv.gamlr.formula
does a similar thing forcv.gamlr
.- Methods for
predict
andcoef
for both the above. - A function
cvAlpha.gamlr
to choose both the alpha and lambda parameters via cross-validation, following the approach described in the help page forcv.gamlr
. Optionally does the cross-validation in parallel. - Methods for
plot
,predict
andcoef
for the above.
You can install the development version from Github using devtools::install_github
.
install.packages("devtools")
library(devtools)
install_github("brockf/gamlrUtils")
library(gamlrUtils)
Note: This package is basically a find-and-replace port of @Hong-Revo's glmnetUtils package.