glmnet v1.2


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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, poisson regression and the Cox model. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.

Functions in glmnet

Name Description
glmnet-package Elastic net model paths for some generalized linear models
cv.glmnet Cross-validation for glmnet plot the cross-validation curve produced by cv.glmnet
glmnet-internal Internal glmnet functions
print.glmnet print a glmnet object
glmnet fit a GLM with lasso or elasticnet regularization
predict.glmnet make predictions from a "glmnet" object.
plot.glmnet plot coefficients from a "glmnet" object
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Last month downloads


Type Package
Date 2010-04-03
License GPL-2
Packaged 2010-04-04 14:33:01 UTC; hastie
Repository CRAN
Date/Publication 2010-04-04 15:43:11

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