glmnetcr: An R Package for Ordinal Response Prediction in High-dimensional Data Settings
نویسنده
چکیده
This paper describes an R package, glmnetcr, that provides a function for fitting a penalized continuation ratio model when interest lies in predicting an ordinal response. The function, glmnet.cr uses the coordinate descent fitting algorithm as implemented in glmnet and described by (Friedman, Hastie, and Tibshirani 2010). Methods for extracting all estimated coefficients, extracting non-zero coefficient estimates, obtaining the predicted class, and obtaining the class-specific fitted probabilities have been implemented. Additionally, generic methods from glmnet including print and plot can be applied to a glmnet.cr object.
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