/gamlrUtils

A human-friendly wrapper for gamlr inspired by @Hong-Revo's glmnetUtils

Primary LanguageR

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 to gamlr.
  • cv.gamlr.formula does a similar thing for cv.gamlr.
  • Methods for predict and coef 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 for cv.gamlr. Optionally does the cross-validation in parallel.
  • Methods for plot, predict and coef 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.