if (!require("glmnet")) install.packages("glmnet") library(glmnet) glm_fcn <- function(train.X, train.y, alpha_p){ glmnet.class.model<-cv.glmnet(as.matrix(train.X), train.y, alpha=alpha_p, family="binomial", type.measure="class") glmnet.class.model$lambda.1se glmnet.class.model$lambda.min plot(glmnet.class.model) glmnet.class.coeffs<-predict(glmnet.class.model,type="coefficients") #glmnet.cc.coeffs # maybe 3 is most important, Excess kurtosis model.class.terms <- colnames(train.X) # glmnet includes an intercept but we are going to ignore #nonzero.glmnet.qtrait.coeffs <- model.qtrait.terms[glmnet.qtrait.coeffs@i[which(glmnet.qtrait.coeffs@i!=0)]] # skip intercept if there, 0-based counting glmnet.df <- data.frame(as.matrix(glmnet.class.coeffs)) glmnet.df$abs_scores <- abs(glmnet.df$lambda.1se) #dplyr::slice_max(glmnet.df,order_by=abs_scores,n=21) return(glmnet.df) }