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.


Reference manual

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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