glmnet v2.0-1


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 multiple-response Gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Functions in glmnet

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

Last month downloads


Type Package
Date 2015-4-7
License GPL-2
VignetteBuilder knitr
Packaged 2015-04-08 06:14:39 UTC; hastie
NeedsCompilation yes
Repository CRAN
Date/Publication 2015-04-08 11:12:00

Include our badge in your README