Extremely efficient procedures for fitting the entire lasso or elasticnet regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multipleresponse Gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper linked to via the URL below.
Package details 


Author  Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani 
Maintainer  Trevor Hastie <[email protected]> 
License  GPL2 
Version  2.02 
URL  http://www.jstatsoft.org/v33/i01/. 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.