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 papers listed in the URL below.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("glmnet")

3.0-1 by Trevor Hastie, 24 days ago


https://glmnet.stanford.edu, https://dx.doi.org/10.18637/jss.v033.i01, https://dx.doi.org/10.18637/jss.v039.i05


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


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


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning, Survival Analysis


GPL-2 license


Imports methods, utils, foreach, shape

Depends on Matrix

Suggests survival, knitr, lars


Imported by ArCo, BAYESDEF, BeSS, CISE, CausalKinetiX, Causata, ComICS, CovSelHigh, DALEXtra, DMRnet, DWLasso, EnsembleBase, EnsemblePenReg, FADA, FindIt, GMDH2, GMSimpute, GRPtests, GWLelast, HCTR, HDCI, HTLR, IsingFit, LEGIT, LUCIDus, LassoSIR, MESS, MFKnockoffs, MRFA, MTGS, MWRidge, MetabolicSurv, NCutYX, NormalBetaPrime, OHPL, PDN, PRISM.forecast, Patterns, PhylogeneticEM, RCPmod, RNAseqNet, RPtests, RSDA, SAVER, SILM, SIS, SISIR, SOIL, STGS, STOPES, SelectBoost, SentimentAnalysis, StratifiedMedicine, SubgrpID, SuperPCA, TANDEM, TCA, TULIP, TVsMiss, TextForecast, XMRF, ZVCV, anoint, argo, armada, aurelius, bastah, bestglm, bgsmtr, biospear, blin, blkbox, c060, changedetection, cmenet, cocoreg, cornet, cpt, creditmodel, customizedTraining, dlbayes, dnr, eNetXplorer, ePCR, elasticIsing, enetLTS, epiGWAS, eshrink, eventstream, expandFunctions, expose, fdm2id, fssemR, fuser, gamreg, gencve, glmnetUtils, goffda, graphicalVAR, gren, hdi, hdm, hdme, hdnom, healthcareai, hit, hybridEnsemble, iml, joinet, kernDeepStackNet, knockoff, kosel, lilikoi, lime, lmmen, localModel, mase, maxnet, mdpeer, metafuse, mgm, milr, mimi, mplot, msaenet, natural, netgsa, nnfor, nonet, nproc, obliqueRSF, pact, palasso, parboost, partialCI, pgraph, phd, plsmselect, politeness, polywog, postDoubleR, pre, predictoR, prioritylasso, psychNET, rare, regnet, regressoR, reinforcedPred, rminer, rolypoly, rrpack, sentometrics, slimrec, smurf, sparsereg, sparsevar, spinBayes, sprintr, statVisual, stepPenal, stm, tensorsparse, tools4uplift, tsensembler, varEst, xrf, xtune.

Depended on by AHM, AdapEnetClass, BigTSP, BioMark, CBPS, DTRlearn2, DivMelt, EstHer, Grace, HSDiC, HiCfeat, IGG, InvariantCausalPrediction, Lavash, MMMS, MNS, MRFcov, MultiVarSel, PAS, PRIMsrc, RVtests, SIMMS, TSGSIS, arulesCBA, bapred, cosso, elasso, ensr, fcd, glmnetcr, glmtlp, glmvsd, hdlm, ipflasso, islasso, lassoscore, mcen, mmabig, parcor, personalized, prototest, qut, roccv, selectiveInference, tmle.

Suggested by BOSSreg, BiodiversityR, CBDA, CompareCausalNetworks, EBglmnet, EHR, FRESA.CAD, FeatureHashing, GWASinlps, LSAmitR, MachineShop, ModelGood, SPreFuGED, STPGA, SplitReg, SuperLearner, WeightedROC, adaptMT, bWGR, bamlss, bbl, bcaboot, bigstatsr, broom, butcher, caretEnsemble, catdata, coefplot, eclust, fbRanks, flexmix, forecastML, formulize, fscaret, ggfortify, heuristica, imputeR, live, medflex, mlr, mlr3learners, mlr3pipelines, modelplotr, nlpred, nscancor, ordinalNet, parsnip, plotmo, pmml, projpred, pulsar, r2pmml, regsem, sAIC, sgd, simputation, simulator, sqlscore, stabs, superml, text2vec, varbvs, vimp, vip.

Enhanced by prediction.


See at CRAN