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glmnet (version 1.7.4)

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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Install

install.packages('glmnet')

Monthly Downloads

120,428

Version

1.7.4

License

GPL-2

Maintainer

Last Published

April 27th, 2012

Functions in glmnet (1.7.4)