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glmnet (version 1.8-5)

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. 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.

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Install

install.packages('glmnet')

Monthly Downloads

103,900

Version

1.8-5

License

GPL-2

Maintainer

Last Published

January 4th, 2013

Functions in glmnet (1.8-5)