⚠️There's a newer version (4.1-8) of this package.Take me there.
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.