glmnet v2.0-8


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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 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
beta_CVX Simulated data for the glmnet vignette
cv.glmnet Cross-validation for glmnet
plot.glmnet plot coefficients from a "glmnet" object make predictions from a "cv.glmnet" object.
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.
print.glmnet print a glmnet object
glmnet.control internal glmnet parameters plot the cross-validation curve produced by cv.glmnet
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Last month downloads


Type Package
Date 2017-04-25
License GPL-2
VignetteBuilder knitr
NeedsCompilation yes
Packaged 2017-04-26 09:30:23 UTC; hastie
Repository CRAN
Date/Publication 2017-04-30 07:02:47 UTC

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