R glmnet : “(list) object cannot be coerced to type 'double' ”

Question

I\'m trying to use the glmnet package on a dataset. I\'m using cv.glmnet() to get a lambda value for glmnet(). Here\'s the dataset a

Answer 1

cv.glmnet expects a matrix of predictors, not a data frame. Generally you can obtain this via

X <- model.matrix(<formula>, data=<data>)

but in your case, you can probably get there more easily with

X <- as.matrix(t2[,-c(1,2,7,12)])

since you don't appear to have any factor variables or other issues that might complicate matters.

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Since this answer is getting plenty of hits: the glmnetUtils package provides a formula-based interface to glmnet, like that used for most R modelling functions. It includes methods for glmnet and cv.glmnet, as well as a new cva.glmnet function to do crossvalidation for both alpha and lambda.

The above would become

cv.glmnet(X2 ~ ., data=t2[-1], family="multinomial")

NA's are handled automatically, so you don't have to exclude columns with missing values.