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glmnet (version 1.1-5)

Lasso and elastic-net regularized generalized linear models

Description

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.

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Version

Install

install.packages('glmnet')

Monthly Downloads

140,146

Version

1.1-5

License

GPL-2

Maintainer

Trevor Hastie

Last Published

January 31st, 2010

Functions in glmnet (1.1-5)

glmnet-internal

Internal glmnet functions
glmnet

fit an elasticnet model path
plot.glmnet

plot coefficients from a "glmnet" object
print.glmnet

print a glmnet object
predict.glmnet

make predictions from a "glmnet" object.
glmnet-package

Elastic net model paths for some generalized linear models
cv.glmnet

Cross-validation for glmnet
plot.cv.glmnet

plot the cross-validation curve produced by cv.glmnet