Re: [R] calibration curve for glmnet object

2012-01-03 Thread David A.
Ok, so just for anyone's interest, I managed to create the calibration plot for the glmnet object using the val.prob() function from the rms package. Now, my question moves slightly, how can I superimpose calibration curves from two models, so that they can be graphically compared? This is wha

[R] calibration curve for glmnet object

2012-01-02 Thread David A.
Hi, I created a logistic regression model using the glmnet package. This model is of class "glmnet" or "lognet". I wanted to plot a calibration curve for this model using the calibrate() function from rms package, but the objects used are different, rms requires a fit from lrm(). Is there anot