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.

install.packages("remotes")
remotes::install_github("DexGroves/glmnet")