Extended Inference for Lasso and Elastic-Net Regularized Cox and Generalized Linear Models

Documentation for package ‘c060’ version 0.2-5

aggregation.auc	Determine the area under the ROC curve for a fitted model
balancedFolds	Function producing stratified/ balanced folds for cross validation
coef.sum.intsearch	Get coefficients for a model
complexity.glmnet	Interface for determination of penalty lambda in penalized regression model via cross-validation
epsgo	Efficient Parameter Selection via Global Optimization
fit.glmnet	Interface function for fitting a penalized regression model with 'glmnet'
PLL.coxnet	Predictive partial log-likelihood for glmnet Cox PH model fit
Plot.coef.glmnet	function to highlight the path of a pre-specified set of variables within the coefficient path
Plot.peperr.curves	Plot method for prediction error curves of a peperr object
plot.stabpath	function to plot a stability path
plot.sum.intsearch	Plot Summary object for interval search models
predictProb.coxnet	Extract predicted survival probabilities from a glmnet fit
predictProb.glmnet	Extract predicted survival probabilities from a glmnet fit
stabpath	Stability path for glmnet models
stabsel	function to estimate a stable set of variables
summary.intsearch	Summary method for interval search models
tune.glmnet.interval	Wrapper function for 'glmnet' objects.