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PenalReg

PenalReg is an R package for automated penalized regression analysis using Ridge Regression, Lasso Regression, and Elastic Net Regression.

Installation

install.packages(“PenalReg”)

Example

library(PenalReg)

data(mtcars)

mtcars_subset <- data.frame( mpg = mtcars\(mpg, cyl = mtcars\)cyl, disp = mtcars\(disp, hp = mtcars\)hp, drat = mtcars\(drat, wt = mtcars\)wt, qsec = mtcars\(qsec, gear = mtcars\)gear, carb = mtcars$carb

fit <- PenalReg( data = mtcars_subset, response = “mpg”, cv = 5, verbose = FALSE )

fit

Common Warnings

Warning

There were missing values in resampled performance measures.

This warning is generated by the underlying caret package during cross-validation. It may occur when:

• the dataset contains relatively few observations,
• the hyperparameter search grid is extensive,
• some tuning parameter combinations fail to produce valid performance estimates.

The warning does not necessarily indicate that the analysis has failed. The best-performing model is selected from the successfully evaluated parameter combinations.

To reduce the likelihood of this warning:

• use fewer cross-validation folds for small datasets,
• use a smaller or logarithmically spaced lambda grid,
• remove predictors with near-zero variance,
• ensure the dataset contains no missing values.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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