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. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.
Package details |
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Author | Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani |
Maintainer | Trevor Hastie <hastie@stanford.edu> |
License | GPL-2 |
Version | 2.0-2 |
URL | http://www.jstatsoft.org/v33/i01/. |
Package repository | View on GitHub |
Installation |
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