glmnet v1.9-5


Monthly downloads



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
print.glmnet print a glmnet object
cv.glmnet Cross-validation for glmnet make predictions from a "cv.glmnet" object.
glmnet-package Elastic net model paths for some generalized linear models plot the cross-validation curve produced by cv.glmnet
glmnet fit a GLM with lasso or elasticnet regularization
plot.glmnet plot coefficients from a "glmnet" object
glmnet.control internal glmnet parameters
predict.glmnet make predictions from a "glmnet" object.
deviance.glmnet Extract the deviance from a glmnet object
glmnet-internal Internal glmnet functions
No Results!

Last month downloads


Type Package
Date 2013-8-1
License GPL-2
Packaged 2013-08-03 23:54:11 UTC; hastie
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-08-04 02:09:50

Include our badge in your README