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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.

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Install

install.packages('glmnet')

Monthly Downloads

85,227

Version

2.0-10

License

GPL-2

Maintainer

Last Published

May 6th, 2017

Functions in glmnet (2.0-10)