glmnet v2.0-4

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

Type Package
Date 2016-3-12
License GPL-2
VignetteBuilder knitr
URL http://www.jstatsoft.org/v33/i01/.
NeedsCompilation yes
Packaged 2016-03-12 17:32:20 UTC; hastie
Repository CRAN
Date/Publication 2016-03-13 11:29:45

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