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 multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
Package details |
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Author | Jerome Friedman, Trevor Hastie, Rob Tibshirani |
Maintainer | Trevor Hastie <hastie@stanford.edu> |
License | GPL-2 |
Version | 1.9-5 |
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:
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