DexGroves/glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

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.

Getting started

Package details

AuthorJerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
MaintainerTrevor Hastie <[email protected]>
LicenseGPL-2
Version2.0-2
URL http://www.jstatsoft.org/v33/i01/.
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("DexGroves/glmnet")
DexGroves/glmnet documentation built on June 2, 2017, 6:33 a.m.