Reference manual

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install.packages("glmnet")

4.1-4 by Trevor Hastie, a month 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] , Kenneth Tay [aut] , Noah Simon [aut] , Junyang Qian [ctb] , James Yang [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports methods, utils, foreach, shape, survival, Rcpp

Depends on Matrix

Suggests knitr, lars, testthat, xfun, rmarkdown

Linking to RcppEigen, Rcpp

System requirements: C++14


Imported by AnchorRegression, ArCo, BBSSL, BNrich, BOSSreg, BWGS, BeSS, BrainCon, CSUV, CausalKinetiX, CenBAR, ComICS, Compositional, CondCopulas, ConformalSmallest, ConnectednessApproach, DDL, DLL, DMRnet, DMTL, DWLasso, DevTreatRules, ENMeval, ER, EZtune, EnsembleBase, EnsemblePenReg, FADA, FLAME, FindIt, GEInfo, GMDH2, GMSimpute, GWLelast, HCTR, HDCI, HTLR, ICBioMark, IFAA, IRCcheck, IsingFit, KOBT, LDLcalc, LEGIT, LKT, LPRelevance, LUCIDus, LassoSIR, LinearDetect, MESS, MPAgenomics, MRFA, MSclassifR, MTE, MWRidge, MaximinInfer, MendelianRandomization, MetabolicSurv, NADIA, NCutYX, NonProbEst, OHPL, OOS, PDN, PMAPscore, PPLasso, PRISM.forecast, PRSPGx, PheCAP, PheVis, PhylogeneticEM, QTL.gCIMapping, QTL.gCIMapping.GUI, RAEN, RCPmod, RISCA, RNAseqNet, RPtests, RSDA, RTextTools, RaSEn, Rforestry, RobMixReg, Robyn, SAVER, SBICgraph, SEMgraph, SIHR, SILM, SIS, SISIR, SLBDD, SMLE, SOIL, SPOT, SSDL, STGS, STOPES, SelectBoost, SentimentAnalysis, SplitKnockoff, StabilizedRegression, StratifiedMedicine, SuRF.vs, SuperPCA, SurvHiDim, TANDEM, TULIP, TextForecast, TraceAssist, ZVCV, afthd, aglm, alookr, amp, argo, armada, arulesCBA, autostats, bastah, bestglm, bgsmtr, biospear, bolasso, c060, categoryEncodings, causalweight, changedetection, changepoints, cmenet, coca, coda4microbiome, conformalInference.multi, cornet, cpt, creditmodel, customizedTraining, dipw, dlbayes, dmlalg, dnr, doc2concrete, ePCR, ecpc, elasticIsing, enetLTS, eshrink, eventstream, expandFunctions, fairml, fdm2id, finnts, fmerPack, fssemR, fuser, gamlss.foreach, gamreg, gapclosing, gencve, ggmix, glmnetSE, glmnetUtils, glmtrans, gofar, goffda, graphicalVAR, gren, hal9001, hdi, hdm, hdme, hdnom, healthcareai, hierbase, hit, hybridEnsemble, inet, inters, joinet, knockoff, kosel, l1spectral, latentgraph, lilikoi, lime, localModel, mase, maxnet, mcb, mdpeer, metafuse, mgm, mikropml, milr, mimi, modnets, mombf, mplot, msaenet, mudfold, multid, naivereg, natural, nbfar, netgsa, nnGarrote, nnfor, nonet, nproc, obliqueRSF, omicwas, oncoPredict, palasso, pathwayTMB, penppml, pgraph, phd, plsmselect, politeness, polywog, powerHaDeX, pre, predhy, predictoR, prioritylasso, quanteda.textmodels, rare, rdomains, regnet, regressoR, regtools, relgam, rminer, roben, rrpack, sail, sdafilter, sentometrics, sirus, sivs, slimrec, smurf, sparsereg, sparsevar, sparsevb, spinBayes, splitSelect, spm2, sprintr, squant, squeezy, stabiliser, stacks, starnet, statVisual, stepPenal, stm, sureLDA, survival.svb, tools4uplift, traineR, triplot, tsensembler, tsrobprep, varEst, wsprv, xLLiM, xrf.

Depended on by AHM, BioMark, CBPS, DTRlearn2, EstHer, GlarmaVarSel, Grace, HIMA, HSDiC, HiCfeat, InvariantCausalPrediction, KLexp, Lavash, MNS, MRFcov, MTPS, MetGen, MultiVarSel, PAS, ProSGPV, SIMMS, SPSP, TSGSIS, adapt4pv, cosso, cpfa, ctmle, elasso, ensr, gamlss.lasso, glmnetcr, glmvsd, hdlm, ipflasso, islasso, lassoscore, mcen, mmabig, mpath, personalized, prototest, qut, roccv, selectiveInference, sharpPen, tmle.

Suggested by BAGofT, BOSO, BiodiversityR, CBDA, CPGLIB, CompareCausalNetworks, DoubleML, DriveML, FRESA.CAD, FeatureHashing, GWASinlps, GenericML, LSAmitR, MFSIS, MachineShop, MatchIt, Patterns, SLOPE, STPGA, SplitReg, SuperLearner, TensorTest2D, WeightedROC, adaptMT, bamlss, bbl, bcaboot, biglasso, bigstatsr, broom, caretEnsemble, casebase, catdata, coefplot, condvis2, cpi, cuda.ml, cvwrapr, easyalluvial, eclust, familiar, fbRanks, flexmix, forecastML, fscaret, gamlss.ggplots, gesso, ggfortify, heuristica, iml, imputeR, live, medflex, mice, mlr, mlr3learners, mlr3pipelines, mlr3tuningspaces, mlr3viz, modelplotr, modeltime, modeltime.ensemble, modeltime.resample, nlpred, nscancor, ordinalNet, origami, oscar, plotmo, pmml, projpred, pulsar, purgeR, quadrupen, r2pmml, regsem, s2net, sAIC, sense, sgd, simputation, sparsegl, sqlscore, stabs, stratamatch, subsemble, superMICE, superml, swag, text, text2vec, tornado, tramnet, varbvs, vimp, vip.

Enhanced by prediction.


See at CRAN