glmnet v1.8-5

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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
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
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Details

Type Package
Date 2012-12-31
License GPL-2
URL http://www.jstatsoft.org/v33/i01/.
Packaged 2012-12-31 19:26:08 UTC; hastie
Repository CRAN
Date/Publication 2013-01-04 09:21:44

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