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. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
| Version: | 1.7.4 |
| Depends: | Matrix (≥ 1.0-6), utils |
| Suggests: | survival |
| Published: | 2012-04-27 |
| Author: | Jerome Friedman, Trevor Hastie, Rob Tibshirani |
| Maintainer: | Trevor Hastie <hastie at stanford.edu> |
| License: | GPL-2 |
| URL: | http://www.jstatsoft.org/v33/i01/. |
| Citation: | glmnet citation info |
| In views: | MachineLearning |
| CRAN checks: | glmnet results |
| Package source: | glmnet_1.7.4.tar.gz |
| MacOS X binary: | glmnet_1.7.4.tgz |
| Windows binary: | glmnet_1.7.4.zip |
| Reference manual: | glmnet.pdf |
| Vignettes: |
Fitting the Penalized Cox Model |
| News/ChangeLog: | ChangeLog |
| Old sources: | glmnet archive |
| Reverse depends: | anoint, bigdata, fastVAR, glmnetcr, hdlm, KsPlot, mht, MRCE, msr, oblique.tree, pacose, parcor, polywog, RTextTools, sparsenet, TextRegression |
| Reverse suggests: | caret, catdata, ppstat, SuperLearner |