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 regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.
| Author | Jerome Friedman [aut, cre], Trevor Hastie [aut, cre], Rob Tibshirani [aut, cre], Noah Simon [aut, ctb], Balasubramanian Narasimhan [aut, ctb], Junyang Qian [ctb] |
| Maintainer | Trevor Hastie |
| Depends |
Matrix
,
utils
,
foreach
|
|---|---|
| Imports |
methods
|
| Suggests |
survival
,
knitr
,
lars
|
| System Requirements | |
| License | GPL-2 |
| URL | http://www.jstatsoft.org/v33/i01/. |
| Package source | glmnet_2.0-18.tar.gz |
|---|---|
| Windows binary | glmnet_2.0-16.zip |
| MacOS X 10.5 (Mavericks) binary | Not Available |
| Linux binary | Not Available |