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.

Browse man pages Browse package API and functions Browse package files

AuthorJerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
Date of publication2017-05-06 06:23:56 UTC
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version2.0-10
URL http://www.jstatsoft.org/v33/i01/.
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("glmnet")

Man pages

beta_CVX: Simulated data for the glmnet vignette
cv.glmnet: Cross-validation for glmnet
deviance.glmnet: Extract the deviance from a glmnet object
glmnet: fit a GLM with lasso or elasticnet regularization
glmnet.control: internal glmnet parameters
glmnet-internal: Internal glmnet functions
glmnet-package: Elastic net model paths for some generalized linear models
plot.cv.glmnet: plot the cross-validation curve produced by cv.glmnet
plot.glmnet: plot coefficients from a "glmnet" object
predict.cv.glmnet: make predictions from a "cv.glmnet" object.
predict.glmnet: make predictions from a "glmnet" object.
print.glmnet: print a glmnet object

Functions

auc Man page Source code
auc.mat Man page Source code
beta_CVX Man page
coef.cv.glmnet Man page Source code
coef.glmnet Man page Source code
coefnorm Man page Source code
coxnet Man page Source code
coxnet.deviance Man page Source code
cv.coxnet Man page Source code
cv.elnet Man page Source code
cv.fishnet Man page Source code
cv.glmnet Man page Source code
cv.lognet Man page Source code
cv.mrelnet Man page Source code
cv.multnet Man page Source code
cvcompute Man page Source code
deviance.glmnet Man page Source code
elnet Man page Source code
error.bars Man page Source code
fishnet Man page Source code
fix.lam Man page Source code
getcoef Man page Source code
getcoef.multinomial Man page Source code
getmin Man page Source code
glmnet Man page Source code
glmnet-package Man page
glmnet.control Man page Source code
glmnet_softmax Man page Source code
jerr Man page Source code
jerr.coxnet Man page Source code
jerr.elnet Man page Source code
jerr.fishnet Man page Source code
jerr.lognet Man page Source code
jerr.mrelnet Man page Source code
lambda.interp Man page Source code
lognet Man page Source code
mrelnet Man page Source code
na.mean Man page Source code
nonzeroCoef Man page Source code
onAttach Source code
plot.cv.glmnet Man page Source code
plot.glmnet Man page Source code
plot.mrelnet Man page Source code
plot.multnet Man page Source code
plotCoef Man page Source code
predict.coxnet Man page Source code
predict.cv.glmnet Man page Source code
predict.elnet Man page Source code
predict.fishnet Man page Source code
predict.glmnet Man page Source code
predict.lognet Man page Source code
predict.mrelnet Man page Source code
predict.multnet Man page Source code
print.glmnet Man page Source code
response.coxnet Man page Source code
rmult Man page Source code
x Man page
y Man page
zeromat Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/Coxnet.pdf
inst/doc/glmnet_beta.pdf
inst/doc/Coxnet.rnw
inst/doc/Coxnet.R
inst/doc/glmnet_beta.R
inst/doc/glmnet_beta.Rmd
inst/mortran
inst/mortran/glmnet5.m
configure.in
src
src/glmnet_init.c
src/Makevars.in
src/glmnet5.f90
src/Makevars.win
NAMESPACE
data
data/CoxExample.RData
data/BinomialExample.RData
data/MultiGaussianExample.RData
data/MultinomialExample.RData
data/PoissonExample.RData
data/CVXResults.RData
data/SparseExample.RData
data/QuickStartExample.RData
R
R/error.bars.R
R/jerr.fishnet.R
R/plot.mrelnet.R
R/coxnet.R
R/cvcompute.R
R/predict.lognet.R
R/fix.lam.R
R/na.mean.R
R/plot.glmnet.R
R/rmult.R
R/fishnet.R
R/onAttach.R
R/cv.fishnet.R
R/cv.glmnet.R
R/predict.multnet.R
R/jerr.lognet.R
R/response.coxnet.R
R/glmnet.R
R/glmnet_softmax.R
R/deviance.glmnet.R
R/coxnet.deviance.R
R/coef.cv.glmnet.R
R/mrelnet.R
R/cv.mrelnet.R
R/plot.multnet.R
R/coef.glmnet.R
R/plotCoef.R
R/jerr.elnet.R
R/cv.coxnet.R
R/glmnet.control.R
R/predict.fishnet.R
R/predict.coxnet.R
R/cv.lognet.R
R/getcoef.multinomial.R
R/lambda.interp.R
R/zeromat.R
R/predict.elnet.R
R/predict.mrelnet.R
R/cv.multnet.R
R/nonzeroCoef.R
R/auc.mat.R
R/jerr.coxnet.R
R/predict.cv.glmnet.R
R/jerr.R
R/getcoef.R
R/cv.elnet.R
R/elnet.R
R/lognet.R
R/predict.glmnet.R
R/jerr.mrelnet.R
R/coefnorm.R
R/auc.R
R/plot.cv.glmnet.R
R/print.glmnet.R
R/getmin.R
vignettes
vignettes/glmnet_beta.html
vignettes/VignetteExample.rdata
vignettes/Coxnet.rnw
vignettes/glmnet_beta.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
configure
ChangeLog
man
man/plot.cv.glmnet.Rd
man/plot.glmnet.Rd
man/glmnet-internal.Rd
man/predict.glmnet.Rd
man/cv.glmnet.Rd
man/beta_CVX.Rd
man/glmnet.Rd
man/glmnet.control.Rd
man/print.glmnet.Rd
man/deviance.glmnet.Rd
man/predict.cv.glmnet.Rd
man/glmnet-package.Rd
configure.win
cleanup
glmnet documentation built on May 29, 2017, 2:07 p.m.