r-cran-glmnet

Lasso and Elastic-Net Regularized Generalized Linear Models

Description

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. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper Introduction to Glmnet.

Upload more screenshots

Please help extend the collection of screenshots. Just make a screenshot and upload it here. You don't need to register or anything.

Upload a screenshot

Hint: upload an image here from your clipboard with Ctrl-V


Homepage

https://cran.r-project.org/package=glmnet


Install this software package

If the package is available for the distribution you are currently using on your computer then install the software by clicking on…

Install r-cran-glmnet