glmnet (1.9-3)
Lasso and elastic-net regularized generalized linear models.
http://www.jstatsoft.org/v33/i01/.
http://cran.r-project.org/web/packages/glmnet
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 multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
Maintainer:
Trevor Hastie
Author(s): Jerome Friedman, Trevor Hastie, Rob Tibshirani
License: GPL-2
Uses: Matrix, survival
Reverse depends: aBioMarVsuit, anoint, bigdata, bigmatrix, BigTSP, BioMark, c060, cosso, covTest, DivMelt, fastVAR, FindIt, glmnetcr, hdlm, huge, KsPlot, mht, MMS, MRCE, msr, oblique.tree, pacose, parcor, PAS, polywog, refund, relaxnet, RTextTools, RVtests, sparsenet, TextRegression
Reverse suggests: caret, grpreg, ppstat, randomForestSRC, SuperLearner
Released 3 months ago.
21 previous versions
- glmnet_1.9-1. Released 3 months ago.
- glmnet_1.8-5. Released 5 months ago.
- glmnet_1.8-4. Released 5 months ago.
- glmnet_1.8-2. Released 8 months ago.
- glmnet_1.8. Released 11 months ago.
- glmnet_1.7.4. Released about 1 year ago.
- glmnet_1.7.3. Released about 1 year ago.
- glmnet_1.7.1. Released over 1 year ago.
- glmnet_1.7. Released almost 2 years ago.
- glmnet_1.6. Released about 2 years ago.
- glmnet_1.5.3. Released about 2 years ago.
- glmnet_1.5.2. Released over 2 years ago.
- glmnet_1.5.1. Released over 2 years ago.
- glmnet_1.5. Released over 2 years ago.
- glmnet_1.4. Released almost 3 years ago.
- glmnet_1.3. Released about 3 years ago.
- glmnet_1.2. Released about 3 years ago.
- glmnet_1.1-5. Released over 3 years ago.
- glmnet_1.1-4. Released over 3 years ago.
- glmnet_1.1-3. Released over 4 years ago.
- glmnet_1.1-1. Released almost 5 years ago.
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Reviews
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Love it..but
So I am a tremendous fan of Professors Hastie, Tibshirani, and Friedman. They have defined the field for a long time now…
I am a big proponen…
plhjr83 gave glmnet (1.7) a 4. Read the full review.
Related packages: BayesTree, ElemStatLearn, GAMBoost, LogicReg, ROCR, TWIX, arules, caret, e1071, earth, elasticnet, gafit, gbm, glmpath, grplasso, ipred, kernlab, klaR, lars, lasso2 … (20 best matches, based on common tags.)
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