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 regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

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Reference manual

install.packages("glmnet")

2.0-16 by Trevor Hastie, a year ago

http://www.jstatsoft.org/v33/i01/.

Browse source code at https://github.com/cran/glmnet

Authors: Jerome Friedman [aut, cre] , Trevor Hastie [aut, cre] , Rob Tibshirani [aut, cre] , Noah Simon [aut, ctb] , Balasubramanian Narasimhan [ctb] , Junyang Qian [ctb]

Documentation: PDF Manual

Task views: Machine Learning & Statistical Learning, Survival Analysis

GPL-2 license

Imports methods

Depends on Matrix, utils, foreach

Suggests survival, knitr, lars

Imported by ArCo, BAYESDEF, BeSS, BootValidation, CISE, Causata, ComICS, CorReg, CovSelHigh, DMRnet, DWLasso, EnsembleBase, EnsemblePenReg, FADA, FindIt, GMDH2, GMSimpute, GWLelast, HDCI, HiCblock, HiCglmi, IsingFit, LUCIDus, LassoSIR, MESS, MFKnockoffs, MRFA, MWRidge, MetabolicSurv, NCutYX, NormalBetaPrime, OHPL, PDN, PRISM.forecast, PhylogeneticEM, RCPmod, RNAseqNet, RPtests, RSDA, SAVER, SILM, SIS, SISIR, SOIL, SentimentAnalysis, SubgrpID, TANDEM, TULIP, TVsMiss, TextForecast, XMRF, ZVCV, anoint, argo, armada, aurelius, bastah, bestglm, biospear, blin, blkbox, c060, changedetection, cmenet, cocoreg, cornet, cpt, customizedTraining, dlbayes, dnr, eNetXplorer, ePCR, elasticIsing, enetLTS, epiGWAS, episode, eshrink, expandFunctions, exprso, fssemR, fuser, gamreg, gencve, glmnetUtils, graphicalVAR, gren, hdi, hdm, hdme, hdnom, healthcareai, hit, hybridEnsemble, iml, kernDeepStackNet, knockoff, lilikoi, lime, lmmen, localModel, mase, maxnet, mdpeer, metafuse, mgm, milr, mimi, mpath, mplot, msaenet, natural, netgsa, nnfor, nonet, nproc, obliqueRSF, pact, palasso, parboost, partialCI, pgraph, politeness, polywog, pre, prioritylasso, rare, rarhsmm, regnet, reinforcedPred, rminer, rolypoly, rrpack, sentometrics, slimrec, smurf, sparsereg, sparsevar, statVisual, stepPenal, stm, tools4uplift, tsensembler.