I am trying to create a model using glmnet, (currently using cv to find the lambda value) and I am getting an error NA/NaN/Inf in foreign function call (arg 5).
Chars datatypes that are converted to factors cannot be supported for cv.glmnet, as stated above, can't handle NA's. Either use as.numeric or as.double.
Addition: In case that you get this error without having NA's in your dataframe, you probably haven't defined your input matrix with the model.matrix function.
x <- model.matrix( ~ ., Data)
I know it is not the answer to your question but i had the same error as you and found this solution. So it might be helpful for others.
It appears that glmnet cannot handle NA values!