⚠️There's a newer version (4.1-8) of this package.Take me there.
glmnet (version 2.0-10)
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 multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.