glmpath: L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model.

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Package details

AuthorMee Young Park, Trevor Hastie
MaintainerMee Young Park <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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glmpath documentation built on May 2, 2019, 4 p.m.