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glmnet (version 1.5.2)

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

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Version

Install

install.packages('glmnet')

Monthly Downloads

145,124

Version

1.5.2

License

GPL-2

Maintainer

Trevor Hastie

Last Published

February 7th, 2011

Functions in glmnet (1.5.2)

cv.glmnet

Cross-validation for glmnet
plot.cv.glmnet

plot the cross-validation curve produced by cv.glmnet
plot.glmnet

plot coefficients from a "glmnet" object
predict.cv.glmnet

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

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

print a glmnet object
deviance.glmnet

Extract the deviance from a glmnet object
predict.glmnet

make predictions from a "glmnet" object.
glmnet

fit a GLM with lasso or elasticnet regularization
glmnet-internal

Internal glmnet functions