glmnet v2.0-2


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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
print.glmnet print a glmnet object plot the cross-validation curve produced by cv.glmnet
beta_CVX Simulated data for the glmnet vignette
glmnet fit a GLM with lasso or elasticnet regularization
deviance.glmnet Extract the deviance from a glmnet object
glmnet-internal Internal glmnet functions
predict.glmnet make predictions from a "glmnet" object.
plot.glmnet plot coefficients from a "glmnet" object
glmnet-package Elastic net model paths for some generalized linear models
cv.glmnet Cross-validation for glmnet
glmnet.control internal glmnet parameters make predictions from a "cv.glmnet" object.
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Last month downloads


Type Package
Date 2015-4-11
License GPL-2
VignetteBuilder knitr
Packaged 2015-04-11 10:00:57 UTC; hastie
NeedsCompilation yes
Repository CRAN
Date/Publication 2015-04-12 00:56:25

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