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glmnet (version 1.6)

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

1.6

License

GPL-2

Maintainer

Trevor Hastie

Last Published

April 24th, 2011

Functions in glmnet (1.6)

predict.cv.glmnet

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

Cross-validation for glmnet
print.glmnet

print a glmnet object
plot.cv.glmnet

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

Extract the deviance from a glmnet object
glmnet

fit a GLM with lasso or elasticnet regularization
plot.glmnet

plot coefficients from a "glmnet" object
predict.glmnet

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

Elastic net model paths for some generalized linear models
glmnet-internal

Internal glmnet functions