The version 1.1 update to my glmnetUtils package is now available on CRAN. glmnetUtils provides a formula interface for the 'glmnet' package for elasticnet regression, a method for cross-validating the alpha parameter, and other quality-of-life tools.
From the NEWS.md file:
- Now allows interaction and expression terms without requiring use.model.frame=TRUE. This works in an additive fashion, ie the formula ~ a + b:c + d*e is treated as consisting of three terms, a, b:c and d*e each of which is processed independently of the others. A dot in the formula includes all main effect terms, ie ~ . + a:b + f(x) expands to ~ a + b + x + a:b + f(x) (assuming a, b and x are the only columns in the data). Note that a formula like ~ (a + b) + (c + d) will be treated as two terms, a + b and c + d.
- The call component of a glmnet/cv.glmnet object that uses the original matrix/vector interface is now useful.
- You can now explicitly specify the vector of crossvalidation folds (for the inner loop over lambda) when calling cva.glmnet.
- Correctly handle non-syntactic factor variables in a formula.