glmnet (2.0-5)

8 users

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.

Maintainer: Trevor Hastie
Author(s): Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani

License: GPL-2

Uses: foreach, Matrix, lars, survival, knitr
Reverse depends: aBioMarVsuit, AdapEnetClass, anoint, bapred, bigdata, bigmatrix, BigTSP, BioMark, c060, cosso, covTest, DivMelt, DTRlearn, elasso, EstHer, fastVAR, FindIt, glmnetcr, glmvsd, Grace, hdlm, HiCfeat, huge, InvariantCausalPrediction, ipflasso, KsPlot, MESS, mht, MMS, MNS, MRCE, msr, netgsa, oblique.tree, pacose, parcor, PAS, polywog, pre, PRIMsrc, prototest, qut, refund, regsel, relaxnet, roccv, RSDA, RTextTools, RVtests, selectiveInference, SIMMS, SIS, SOIL, SparseLearner, sparsenet, TextRegression, widenet
Reverse suggests: BiodiversityR, broom, bWGR, caret, caretEnsemble, CompareCausalNetworks, EBglmnet, eclust, emil, fbRanks, FeatureHashing, FRESA.CAD, fscaret, ggfortify, grpreg, heuristica, LSAmitR, medflex, MESS, mlr, ModelGood, mplot, ordinalNet, plotmo, pmml, ppstat, pulsar, randomForestSRC, sAIC, simputation, simulator, SPreFuGED, sqlscore, stabs, STPGA, SuperLearner, text2vec, varbvs
Reverse enhances: coefplot, stabs

Released about 1 year ago.

28 previous versions



  4.0/5 (5 votes)


  3.0/5 (3 votes)

Log in to vote.


Related packages: ahaz, CoxBoost, gbm, glmpath, ipred, mboost, pamr, party, penalized, rpart, LogicReg, randomForestSRC, ranger, rgp, RSNNS, rminer, bigRR, mlr, maptree, evtree(20 best matches, based on common tags.)

Search for glmnet on google, google scholar, r-help, r-devel.

Visit glmnet on R Graphical Manual.