glmnet v2.0-5

0

Monthly downloads

0th

Percentile

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

Last month downloads

Details

Type Package
Date 2016-3-15
License GPL-2
VignetteBuilder knitr
URL http://www.jstatsoft.org/v33/i01/.
NeedsCompilation yes
Packaged 2016-03-16 21:07:09 UTC; hastie
Repository CRAN
Date/Publication 2016-03-17 14:00:48

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/glmnet)](http://www.rdocumentation.org/packages/glmnet)