glmnet v1.5.3


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


Type Package
Date 2011-02-17
License GPL-2
Packaged 2011-02-28 20:17:38 UTC; hastie
Repository CRAN
Date/Publication 2011-03-01 00:04:34

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