glmnet v1.6


Monthly downloads



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 make predictions from a "cv.glmnet" object.
cv.glmnet Cross-validation for glmnet
print.glmnet print a glmnet object 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
No Results!

Last month downloads


Type Package
Date 2011-04-19
License GPL-2
Packaged 2011-04-20 02:03:38 UTC; hastie
Repository CRAN
Date/Publication 2011-04-24 06:08:29

Include our badge in your README