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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

140,146

Version

1.8-5

License

GPL-2

Maintainer

Trevor Hastie

Last Published

January 4th, 2013

Functions in glmnet (1.8-5)

predict.glmnet

make predictions from a "glmnet" object.
glmnet

fit a GLM with lasso or elasticnet regularization
deviance.glmnet

Extract the deviance from a glmnet object
glmnet-package

Elastic net model paths for some generalized linear models
print.glmnet

print a glmnet object
cv.glmnet

Cross-validation for glmnet
glmnet-internal

Internal glmnet functions
predict.cv.glmnet

make predictions from a "cv.glmnet" object.
plot.cv.glmnet

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

plot coefficients from a "glmnet" object