glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

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. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Version: 2.0-2
Depends: Matrix (≥ 1.0-6), utils, foreach
Suggests: survival, knitr, lars
Published: 2015-04-12
Author: Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL-2
URL: http://www.jstatsoft.org/v33/i01/.
NeedsCompilation: yes
Citation: glmnet citation info
Materials: ChangeLog
In views: MachineLearning
CRAN checks: glmnet results

Downloads:

Reference manual: glmnet.pdf
Vignettes: An Introduction to Glmnet
Fitting the Penalized Cox Model
Package source: glmnet_2.0-2.tar.gz
Windows binaries: r-devel: glmnet_2.0-2.zip, r-release: glmnet_2.0-2.zip, r-oldrel: glmnet_2.0-2.zip
OS X Snow Leopard binaries: r-oldrel: glmnet_2.0-2.tgz
OS X Mavericks binaries: r-release: glmnet_2.0-2.tgz
Old sources: glmnet archive

Reverse dependencies:

Reverse depends: bigdata, BigTSP, BioMark, CAM, cosso, covTest, DivMelt, fcd, FindIt, glmnetcr, glmvsd, hdi, hdlm, InvariantCausalPrediction, lassoscore, MESS, mht, MMMS, MMS, msr, netgsa, oblique.tree, parcor, PAS, refund.wave, relaxnet, RVtests, SIMMS, SIS, SML, sparsenet, SubLasso, widenet
Reverse imports: c060, Causata, EnsemblePenReg, FADA, graphicalVAR, GWLelast, hybridEnsemble, imputeR, IsingFit, knockoff, MGSDA, MPAgenomics, mpath, parboost, polywog, refund, RSDA, rsig, RTextTools, stm, XMRF
Reverse suggests: broom, catdata, CompareCausalNetworks, emil, fbRanks, flexmix, FRESA.CAD, fscaret, medflex, mlr, ModelGood, mplot, nscancor, pmml, randomForestSRC, subsemble, SuperLearner
Reverse enhances: stabs