glmnet (2.0-16)

8 users

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 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.

Maintainer: Trevor Hastie
Author(s): Jerome Friedman [aut, cre], Trevor Hastie [aut, cre], Rob Tibshirani [aut, cre], Noah Simon [aut, ctb], Balasubramanian Narasimhan [ctb], Junyang Qian [ctb]

License: GPL-2

Uses: foreach, Matrix, lars, survival, knitr
Reverse depends: aBioMarVsuit, AdapEnetClass, anoint, bapred, bigdata, bigmatrix, BigTSP, BioMark, c060, CBPS, cosso, covTest, ctmle, DivMelt, DTRlearn, elasso, EstHer, fastVAR, FindIt, glmnetcr, glmtlp, glmvsd, Grace, hdlm, HiCfeat, huge, IGG, InvariantCausalPrediction, ipflasso, KsPlot, Lavash, mcen, MESS, mht, MIRL, mmabig, MMS, MNS, MRCE, msr, MultiVarSel, netgsa, oblique.tree, pacose, parcor, PAS, personalized, polywog, pre, PRIMsrc, prototest, qut, refund, regsel, relaxnet, roccv, RSDA, RTextTools, RVtests, selectiveInference, SIMMS, SIS, SOIL, SparseLearner, sparsenet, TextRegression, TSGSIS, widenet
Reverse suggests: adaptMT, bamlss, bigstatsr, BiodiversityR, broom, bWGR, caret, caretEnsemble, CBDA, ck37r, coefplot, CompareCausalNetworks, EBglmnet, eclust, EHR, emil, ensembleEN, fbRanks, FeatureHashing, flexmix, formulize, FRESA.CAD, fscaret, ggfortify, grpreg, GWASinlps, heuristica, live, LSAmitR, medflex, MESS, MFKnockoffs, mlr, ModelGood, mplot, NAM, nscancor, ordinalNet, plotmo, pmml, ppstat, projpred, pulsar, randomForestSRC, regsem, RLT, sAIC, SemiSupervised, simputation, simulator, sparklyr, SPreFuGED, sqlscore, stabs, STPGA, SuperLearner, text2vec, varbvs, vimp, vip, WeightedROC
Reverse enhances: coefplot, prediction, stabs

Released 5 months ago.


34 previous versions

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Overall:

  4.0/5 (5 votes)

Documentation:

  3.0/5 (3 votes)

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