Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.


Reference manual

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1.3 by Noah Simon, 2 years ago

Browse source code at

Authors: Noah Simon , Jerome Friedman , Trevor Hastie , and Rob Tibshirani

Documentation:   PDF Manual  

Task views: Survival Analysis

GPL license

See at CRAN