```
# NOT RUN {
# Gaussian
x = matrix(rnorm(100 * 20), 100, 20)
y = rnorm(100)
fit1 = glmnet(x, y)
print(fit1)
coef(fit1, s = 0.01) # extract coefficients at a single value of lambda
predict(fit1, newx = x[1:10, ], s = c(0.01, 0.005)) # make predictions
# Relaxed
fit1r = glmnet(x, y, relax = TRUE) # can be used with any model
# multivariate gaussian
y = matrix(rnorm(100 * 3), 100, 3)
fit1m = glmnet(x, y, family = "mgaussian")
plot(fit1m, type.coef = "2norm")
# binomial
g2 = sample(c(0,1), 100, replace = TRUE)
fit2 = glmnet(x, g2, family = "binomial")
fit2n = glmnet(x, g2, family = binomial(link=cloglog))
fit2r = glmnet(x,g2, family = "binomial", relax=TRUE)
fit2rp = glmnet(x,g2, family = "binomial", relax=TRUE, path=TRUE)
# multinomial
g4 = sample(1:4, 100, replace = TRUE)
fit3 = glmnet(x, g4, family = "multinomial")
fit3a = glmnet(x, g4, family = "multinomial", type.multinomial = "grouped")
# poisson
N = 500
p = 20
nzc = 5
x = matrix(rnorm(N * p), N, p)
beta = rnorm(nzc)
f = x[, seq(nzc)] %*% beta
mu = exp(f)
y = rpois(N, mu)
fit = glmnet(x, y, family = "poisson")
plot(fit)
pfit = predict(fit, x, s = 0.001, type = "response")
plot(pfit, y)
# Cox
set.seed(10101)
N = 1000
p = 30
nzc = p/3
x = matrix(rnorm(N * p), N, p)
beta = rnorm(nzc)
fx = x[, seq(nzc)] %*% beta/3
hx = exp(fx)
ty = rexp(N, hx)
tcens = rbinom(n = N, prob = 0.3, size = 1) # censoring indicator
y = cbind(time = ty, status = 1 - tcens) # y=Surv(ty,1-tcens) with library(survival)
fit = glmnet(x, y, family = "cox")
plot(fit)
# Cox example with (start, stop] data
set.seed(2)
nobs <- 100; nvars <- 15
xvec <- rnorm(nobs * nvars)
xvec[sample.int(nobs * nvars, size = 0.4 * nobs * nvars)] <- 0
x <- matrix(xvec, nrow = nobs)
start_time <- runif(100, min = 0, max = 5)
stop_time <- start_time + runif(100, min = 0.1, max = 3)
status <- rbinom(n = nobs, prob = 0.3, size = 1)
jsurv_ss <- survival::Surv(start_time, stop_time, status)
fit <- glmnet(x, jsurv_ss, family = "cox")
# Cox example with strata
jsurv_ss2 <- stratifySurv(jsurv_ss, rep(1:2, each = 50))
fit <- glmnet(x, jsurv_ss2, family = "cox")
# Sparse
n = 10000
p = 200
nzc = trunc(p/10)
x = matrix(rnorm(n * p), n, p)
iz = sample(1:(n * p), size = n * p * 0.85, replace = FALSE)
x[iz] = 0
sx = Matrix(x, sparse = TRUE)
inherits(sx, "sparseMatrix") #confirm that it is sparse
beta = rnorm(nzc)
fx = x[, seq(nzc)] %*% beta
eps = rnorm(n)
y = fx + eps
px = exp(fx)
px = px/(1 + px)
ly = rbinom(n = length(px), prob = px, size = 1)
system.time(fit1 <- glmnet(sx, y))
system.time(fit2n <- glmnet(x, y))
# }
```

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