glmnet v2.0-16

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