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. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
| Version: | 1.7.1 |
| Depends: | Matrix, utils |
| Published: | 2011-09-23 |
| Author: | Jerome Friedman, Trevor Hastie, Rob Tibshirani |
| Maintainer: | Trevor Hastie <hastie at stanford.edu> |
| License: | GPL-2 |
| URL: | http://www.jstatsoft.org/v33/i01/. |
| Citation: | glmnet citation info |
| In views: | MachineLearning |
| CRAN checks: | glmnet results |
| Package source: | glmnet_1.7.1.tar.gz |
| MacOS X binary: | glmnet_1.7.1.tgz |
| Windows binary: | glmnet_1.7.1.zip |
| Reference manual: | glmnet.pdf |
| Vignettes: |
Fitting the Penalized Cox Model |
| News/ChangeLog: | ChangeLog |
| Old sources: | glmnet archive |
| Reverse depends: | fastVAR, glmnetcr, KsPlot, mht, MRCE, msr, parcor, RTextTools, TextRegression |
| Reverse imports: | oblique.tree |
| Reverse suggests: | caret, SuperLearner |