L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model.


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install.packages("glmpath")

0.98 by Mee Young Park, 4 years ago


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


Authors: Mee Young Park , Trevor Hastie


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning, Survival Analysis


GPL (>= 2) license


Depends on survival


Depended on by glmpathcr, ordPens.


See at CRAN