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glmnet (version 1.9-8)

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

145,124

Version

1.9-8

License

GPL-2

Maintainer

Trevor Hastie

Last Published

May 24th, 2014

Functions in glmnet (1.9-8)

glmnet.control

internal glmnet parameters
deviance.glmnet

Extract the deviance from a glmnet object
print.glmnet

print a glmnet object
glmnet-package

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

plot coefficients from a "glmnet" object
plot.cv.glmnet

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

Cross-validation for glmnet
predict.cv.glmnet

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

fit a GLM with lasso or elasticnet regularization
predict.glmnet

make predictions from a "glmnet" object.
glmnet-internal

Internal glmnet functions