Learn R Programming

⚠️There's a newer version (4.1-9) of this package.Take me there.

glmnet (version 2.0-9)

Lasso and Elastic-Net Regularized Generalized Linear Models

Description

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.

Copy Link

Version

Install

install.packages('glmnet')

Monthly Downloads

140,146

Version

2.0-9

License

GPL-2

Maintainer

Trevor Hastie

Last Published

May 2nd, 2017

Functions in glmnet (2.0-9)

deviance.glmnet

Extract the deviance from a glmnet object
glmnet-internal

Internal glmnet functions
beta_CVX

Simulated data for the glmnet vignette
cv.glmnet

Cross-validation for glmnet
plot.glmnet

plot coefficients from a "glmnet" object
predict.cv.glmnet

make predictions from a "cv.glmnet" object.
glmnet-package

glmnet

fit a GLM with lasso or elasticnet regularization
glmnet.control

internal glmnet parameters
plot.cv.glmnet

plot the cross-validation curve produced by cv.glmnet
predict.glmnet

make predictions from a "glmnet" object.
print.glmnet

print a glmnet object