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I have just started working with the glmnet package in R. I have s a dataset which has about 130,000 features and about 32000 rows of data. Here is the code to create the model

myModel = cv.glmnet(data.matrix(modelData), modelData$ACTION,
            family="binomial", type.measure="auc", nfolds=5, alpha=1)

My question is, is it possible to print the final auc for this model? Can someone provide any sample code?

Any help will be appreciated

smci
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Abhi
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  • Can you explain in detail exactly what you mean by "this model"? – IRTFM Nov 17 '14 at 04:05
  • I was referring to the variable "myModel". When I print this variable the 3 columns that I see are Df, %Dev, Lambda. I was expecting to see a column for auc as opposed to %Dev – Abhi Nov 17 '14 at 04:21
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    You have given no information about modelData and in particular about modelData$ACTION. I'm also surprised that you did not remove modelData$ACTION from the x argument. – IRTFM Nov 17 '14 at 07:18

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