glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models
Version 2.0-13

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 [aut, cre], Trevor Hastie [aut, cre], Noah Simon [aut, ctb], Junyang Qian [ctb], Rob Tibshirani [aut, cre]
Date of publication2017-09-22 05:43:14 UTC
MaintainerTrevor Hastie <[email protected]>
LicenseGPL-2
Version2.0-13
URL http://www.jstatsoft.org/v33/i01/.
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glmnet")

Try the glmnet package in your browser

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

glmnet documentation built on Sept. 22, 2017, 9:02 a.m.