glmnet: 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. The algorithm uses cyclical coordinate
descent in a pathwise fashion, as described in the paper listed
below.
Downloads:
Reverse dependencies:
| Reverse depends: |
anoint, bigdata, fastVAR, glmnetcr, hdlm, KsPlot, mht, MRCE, msr, oblique.tree, pacose, parcor, polywog, RTextTools, sparsenet, TextRegression |
| Reverse suggests: |
caret, catdata, ppstat, SuperLearner |