CRAN

glmnet 2.0-18

Lasso and Elastic-Net Regularized Generalized Linear Models

Released May 20, 2019 by Trevor Hastie

Dependencies

Matrix 1.2-17 foreach 1.4.4

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.

Source

View GitHub Mirror

Release History

• 2.0-18
• 2.0-16
• 2.0-13
• 2.0-12
• 2.0-10
• 2.0-9
• 2.0-8
• 2.0-5
• 2.0-4
• 2.0-3
• 2.0-2
• 2.0-1
• 1.9-8
• 1.9-5
• 1.9-3
• 1.9-1
• 1.8-5
• 1.8-4
• 1.8-2
• 1.8
• 1.7.4
• 1.7.3
• 1.7.1
• 1.7
• 1.6
• 1.5.3
• 1.5.2
• 1.5.1
• 1.5
• 1.4
• 1.3
• 1.2
• 1.1-5
• 1.1-4
• 1.1-3
• 1.1-2
• 1.1-1
• 1.1