glmtlp: Truncated Lasso Regularized Generalized Linear Models
Version 1.1

It provides an extremely efficient procedure for fitting the entire truncated lasso regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. The algorithm uses the difference of convex technique. The detail of the algorithm is described in Shen, Pan and Zhu (2012) . The package is inherited from a popular R package 'glmnet' and many functions in 'glmnet' can be directly used in 'glmtlp'. You can learn more details by the online manual ().

Package details

AuthorChong Wu and Wei Pan
Date of publication2018-02-07 13:50:51 UTC
MaintainerChong Wu <[email protected]>
Package repositoryView on CRAN
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glmtlp documentation built on Feb. 9, 2018, 6:08 a.m.