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.

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Reference manual

install.packages("glmnet")

3.0-2 by Trevor Hastie, 4 months 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, BNrich, BeSS, CISE, CausalKinetiX, Causata, CenBAR, ComICS, CorReg, CovSelHigh, DALEXtra, DMRnet, DWLasso, DevTreatRules, EnsembleBase, EnsemblePenReg, FADA, FindIt, GMDH2, GMSimpute, GRPtests, GWLelast, HCTR, HDCI, HTLR, IsingFit, KOBT, LEGIT, LPRelevance, LUCIDus, LassoSIR, MESS, MFKnockoffs, MRFA, MTGS, MWRidge, MetabolicSurv, NCutYX, NormalBetaPrime, OHPL, PDN, PRISM.forecast, Patterns, PhylogeneticEM, RCPmod, RISCA, RNAseqNet, RPtests, RSDA, SAVER, SILM, SIS, SISIR, SOIL, STGS, STOPES, SelectBoost, SentimentAnalysis, StabilizedRegression, SubgrpID, SuperPCA, TANDEM, TCA, TULIP, TextForecast, XMRF, ZVCV, anoint, armada, aurelius, bastah, bestglm, bgsmtr, biospear, blin, blkbox, c060, categoryEncodings, changedetection, cmenet, coca, cocoreg, cornet, cpt, creditmodel, customizedTraining, dlbayes, dnr, eNetXplorer, ePCR, elasticIsing, enetLTS, epiGWAS, eshrink, eventstream, expandFunctions, expose, fdm2id, fssemR, fuser, gamreg, gencve, ggmix, glmnetUtils, goffda, graphicalVAR, gren, hal9001, hdi, hdm, hdme, hdnom, healthcareai, hit, hmgm, hybridEnsemble, joinet, kernDeepStackNet, knockoff, kosel, lilikoi, lime, lmmen, localModel, mase, maxnet, mdpeer, metafuse, mgm, milr, mimi, mplot, msaenet, mudfold, naivereg, natural, netgsa, nnGarrote, nnfor, nonet, nproc, obliqueRSF, omicwas, pact, palasso, parboost, partialCI, pgraph, phd, plsmselect, politeness, polywog, postDoubleR, pre, predictoR, prioritylasso, psychNET, rare, regnet, regressoR, reinforcedPred, relgam, rminer, rolypoly, rrpack, sail, sdafilter, sentometrics, sirus, slimrec, smurf, sparsereg, sparsevar, spinBayes, splitSelect, sprintr, statVisual, stepPenal, stm, tensorsparse, tools4uplift, varEst, xrf, xtune.