glmnet: 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.

AuthorJerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
Date of publication2016-03-17 14:00:48
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version2.0-5
http://www.jstatsoft.org/v33/i01/.

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Files in this package

glmnet
glmnet/inst
glmnet/inst/CITATION
glmnet/inst/doc
glmnet/inst/doc/glmnet_beta.html
glmnet/inst/doc/Coxnet.pdf
glmnet/inst/doc/Coxnet.rnw
glmnet/inst/doc/Coxnet.R
glmnet/inst/doc/glmnet_beta.R
glmnet/inst/doc/glmnet_beta.Rmd
glmnet/inst/mortran
glmnet/inst/mortran/glmnet5.m
glmnet/configure.in
glmnet/src
glmnet/src/Makevars.in
glmnet/src/glmnet5.f90
glmnet/src/Makevars.win
glmnet/NAMESPACE
glmnet/data
glmnet/data/CoxExample.RData
glmnet/data/BinomialExample.RData
glmnet/data/MultiGaussianExample.RData
glmnet/data/MultinomialExample.RData
glmnet/data/PoissonExample.RData
glmnet/data/CVXResults.RData
glmnet/data/SparseExample.RData
glmnet/data/QuickStartExample.RData
glmnet/R
glmnet/R/error.bars.R glmnet/R/jerr.fishnet.R glmnet/R/plot.mrelnet.R glmnet/R/coxnet.R glmnet/R/cvcompute.R glmnet/R/predict.lognet.R glmnet/R/fix.lam.R glmnet/R/na.mean.R glmnet/R/plot.glmnet.R glmnet/R/rmult.R glmnet/R/fishnet.R glmnet/R/onAttach.R glmnet/R/cv.fishnet.R glmnet/R/cv.glmnet.R glmnet/R/predict.multnet.R glmnet/R/jerr.lognet.R glmnet/R/response.coxnet.R glmnet/R/glmnet.R glmnet/R/glmnet_softmax.R glmnet/R/deviance.glmnet.R glmnet/R/coxnet.deviance.R glmnet/R/coef.cv.glmnet.R glmnet/R/mrelnet.R glmnet/R/cv.mrelnet.R glmnet/R/plot.multnet.R glmnet/R/coef.glmnet.R glmnet/R/plotCoef.R glmnet/R/jerr.elnet.R glmnet/R/cv.coxnet.R glmnet/R/glmnet.control.R glmnet/R/predict.fishnet.R glmnet/R/predict.coxnet.R glmnet/R/cv.lognet.R glmnet/R/getcoef.multinomial.R glmnet/R/lambda.interp.R glmnet/R/zeromat.R glmnet/R/predict.elnet.R glmnet/R/predict.mrelnet.R glmnet/R/cv.multnet.R glmnet/R/nonzeroCoef.R glmnet/R/auc.mat.R glmnet/R/jerr.coxnet.R glmnet/R/predict.cv.glmnet.R glmnet/R/jerr.R glmnet/R/getcoef.R glmnet/R/cv.elnet.R glmnet/R/elnet.R glmnet/R/lognet.R glmnet/R/predict.glmnet.R glmnet/R/jerr.mrelnet.R glmnet/R/coefnorm.R glmnet/R/auc.R glmnet/R/plot.cv.glmnet.R glmnet/R/print.glmnet.R glmnet/R/getmin.R
glmnet/vignettes
glmnet/vignettes/VignetteExample.rdata
glmnet/vignettes/Coxnet.rnw
glmnet/vignettes/glmnet_beta.Rmd
glmnet/MD5
glmnet/build
glmnet/build/vignette.rds
glmnet/DESCRIPTION
glmnet/configure
glmnet/ChangeLog
glmnet/man
glmnet/man/plot.cv.glmnet.Rd glmnet/man/plot.glmnet.Rd glmnet/man/glmnet-internal.Rd glmnet/man/predict.glmnet.Rd glmnet/man/cv.glmnet.Rd glmnet/man/beta_CVX.Rd glmnet/man/glmnet.Rd glmnet/man/glmnet.control.Rd glmnet/man/print.glmnet.Rd glmnet/man/deviance.glmnet.Rd glmnet/man/predict.cv.glmnet.Rd glmnet/man/glmnet-package.Rd
glmnet/configure.win
glmnet/cleanup

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