All functions

epsgo()

Efficient Parameter Selection via Global Optimization

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

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

fit.glmnet()

Interface function for fitting a penalized regression model with glmnet

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.