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 <hastie@stanford.edu>
LicenseGPL-2
Version2.0-10
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")

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