glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models
Version 2.0-10

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.

Package details

AuthorJerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
Date of publication2017-05-06 06:23:56 UTC
MaintainerTrevor Hastie <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the glmnet package in your browser

Any scripts or data that you put into this service are public.

glmnet documentation built on May 29, 2017, 2:07 p.m.