glmnet v1.1-3

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

Type Package
Date 2009-01-22
License GPL-2
URL http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf
Packaged Fri Jan 23 17:18:21 2009; hastie

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