Learn R Programming

⚠️There's a newer version (4.1-9) of this package.Take me there.

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.

Copy Link

Version

Install

install.packages('glmnet')

Monthly Downloads

140,146

Version

1.7.4

License

GPL-2

Maintainer

Trevor Hastie

Last Published

April 27th, 2012

Functions in glmnet (1.7.4)

cv.glmnet

Cross-validation for glmnet
glmnet

fit a GLM with lasso or elasticnet regularization
glmnet-internal

Internal glmnet functions
predict.glmnet

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

Elastic net model paths for some generalized linear models
plot.cv.glmnet

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

print a glmnet object
plot.glmnet

plot coefficients from a "glmnet" object
deviance.glmnet

Extract the deviance from a glmnet object
predict.cv.glmnet

make predictions from a "cv.glmnet" object.