glmnetr

0.6-3

Nested Cross Validation for the Relaxed Lasso and Other Machine Learning Models

0packages depend

9.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Walter K KremersFirst published 2022-12-1419 releasesCRAN page ↗

Cross validation informed Relaxed LASSO (or more generally elastic net), gradient boosting machine ('xgboost'), Random Forest ('RandomForestSRC'), Oblique Random Forest ('aorsf'), Artificial Neural Network (ANN), Recursive Partitioning ('RPART') or step wise regression models are fit. Cross validation leave out samples (leading to nested cross validation) or bootstrap out-of-bag samples are used to evaluate and compare performances between these models with results presented in tabular or graphical means. Calibration plots can also be generated, again based upon (outer nested) cross validation or bootstrap leave out (out of bag) samples. Note, at the time of this writing, in order to fit gradient boosting machine models one must install the packages 'DiceKriging' and 'rgenoud' using the install.packages() function. For some datasets, for example when the design matrix is not of full rank, 'glmnet' may have very long run times when fitting the relaxed lasso model, from our experience when fitting Cox models on data with many predictors and many patients, making it difficult to get solutions from either glmnet() or cv.glmnet(). This may be remedied by using the 'path=TRUE' option when calling glmnet() and cv.glmnet(). Within the 'glmnetr' package the approach of path=TRUE is taken by default. other packages doing similar include 'nestedcv' https://cran.r-project.org/package=nestedcv, 'glmnetSE' https://cran.r-project.org/package=glmnetSE which may provide different functionality when performing a nested CV. Use of the 'glmnetr' has many similarities to the 'glmnet' package and it could be helpful for the user of 'glmnetr' also become familiar with the 'glmnet' package https://cran.r-project.org/package=glmnet, with the "An Introduction to 'glmnet'" and "The Relaxed Lasso" being especially useful in this regard.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("glmnetr", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-glmnetr

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-glmnetr

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-glmnetr

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 8.5 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 47%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

9.2K

CRAN downloads in the past year

Rank #4,433 · ~25/day · ~768/mo

Releases R versions

Daily download trend is not available in this view yet.

41430 days

2K90 days

9.2K1 year

Compare downloads with other packages →

Also on149 r2u1 autocran

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.4.0

Imports (11)

glmnetsurvivalMatrixxgboost smoof mlrMBO ParamHelpers randomForestSRCrparttorch aorsf

LinkingTo (0)

none

Suggests (1)

R.rsp

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Walter K Kremers

Author, Maintainer

Authors (1)

Walter K Kremers

Author, Maintainer

Contributors (1)

Nicholas B Larson

Contributor

Listed in earlier versions (2)

Walter K

no longer listed · 0.1-1 to 0.6-3

Nicholas B

no longer listed · 0.2-0 to 0.6-3

Package Timeline

19 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.6-3Latest
2025-12-16 · current release · diff ↗
0.6-2
2025-08-19 · diff ↗
0.6-1
2025-05-10 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.5-5
2025-01-17 · diff ↗
0.5-4
2024-10-24 · diff ↗
0.5-3
2024-08-28 · diff ↗
0.5-2
2024-07-12 · diff ↗
0.5-1
2024-05-12 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.4-6
2024-04-21 · diff ↗
0.4-5
2024-04-20 · diff ↗
0.4-4
2024-03-23 · diff ↗
0.4-3
2024-03-04 · diff ↗
0.4-2
2024-02-09 · diff ↗

Show 10 earlier events

0.4-1
2024-01-09 · diff ↗
0.3-1
2023-08-10 · diff ↗
0.2-1
2023-06-07 · diff ↗
unarchivedReturned to CRAN
2023-06-07
archivedRemoved from CRAN
2023-05-28
issues were not corrected in time
0.2-0
2023-05-10 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1-2
2023-02-18 · diff ↗
0.1-1
2022-12-14
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-12-14
Total releases: 19 / 4 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.4.0
Download size: 2.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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