glmnet v1.1-2

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by Trevor Hastie

Lasso and elastic-net regularized generalized linear models

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper on the maintainer's website.

Functions in glmnet

Name Description
print.glmnet print a glmnet object
glmnet-package Elastic net model paths for some generalized linear models
glmnet fit an elasticnet model path
predict.glmnet make predictions from a "glmnet" object.
glmnet-internal Internal glmnet functions
plot.glmnet plot coefficients from a "glmnet" object
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Details

Type Package
Date 2008-12-22
License GPL-2
URL http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf
Packaged Mon Dec 22 18:05:51 2008; hastie

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