glmnet v1.8-2


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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. Two recent additions are the multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.

Functions in glmnet

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


Type Package
Date 2012-10-1
License GPL-2
Packaged 2012-10-01 22:56:34 UTC; hastie
Repository CRAN
Date/Publication 2012-10-02 06:20:34

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