penalized (0.9-37)

L1 (lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model.

A package for fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Maintainer: Jelle Goeman
Author(s): Jelle Goeman <>, Rosa Meijer

License: GPL (>= 2)

Uses: survival, survival
Reverse depends: DIFtree, lmmlasso, multiPIM, PACLasso, pensim, structree, subtype
Reverse suggests: caret, catdata, confSAM, fscaret, Grace, lda, mlr, mlr3proba, MWLasso, ordinalNet, peperr, riskRegression, tramnet

Released almost 9 years ago.