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. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Version: 2.0-13
Depends: Matrix (≥ 1.0-6), utils, foreach
Imports: methods
Suggests: survival, knitr, lars
Published: 2017-09-22
Author: Jerome Friedman [aut, cre], Trevor Hastie [aut, cre], Noah Simon [aut, ctb], Junyang Qian [ctb], Rob Tibshirani [aut, cre]
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL-2
URL: http://www.jstatsoft.org/v33/i01/.
NeedsCompilation: yes
Citation: glmnet citation info
Materials: ChangeLog
In views: MachineLearning, Survival
CRAN checks: glmnet results

Downloads:

Reference manual: glmnet.pdf
Vignettes: An Introduction to Glmnet
Fitting the Penalized Cox Model
Package source: glmnet_2.0-13.tar.gz
Windows binaries: r-devel: glmnet_2.0-13.zip, r-release: glmnet_2.0-13.zip, r-oldrel: glmnet_2.0-13.zip
OS X El Capitan binaries: r-release: glmnet_2.0-13.tgz
OS X Mavericks binaries: r-oldrel: glmnet_2.0-13.tgz
Old sources: glmnet archive

Reverse dependencies:

Reverse depends: AdapEnetClass, bapred, BigTSP, BioMark, CAM, CBPS, cosso, covTest, ctmle, DivMelt, DTRlearn, elasso, EstHer, fcd, glmnetcr, glmvsd, Grace, hdlm, HiCfeat, InvariantCausalPrediction, ipflasso, lassoscore, mht, MMMS, MMS, MNS, MultiVarSel, netgsa, parcor, PAS, personalized, PRIMsrc, prototest, qut, refund.wave, regsel, relaxnet, roccv, RVtests, selectiveInference, SIMMS, SparseLearner, sparsenet, SubLasso, TSGSIS, widenet
Reverse imports: anoint, ArCo, aurelius, bastah, BAYESDEF, BeSS, bestglm, biospear, blkbox, BootValidation, c060, Causata, cocoreg, ComICS, CorReg, CovSelHigh, customizedTraining, DMRnet, DWLasso, easyml, elasticIsing, EnsembleBase, EnsemblePenReg, episode, eshrink, expandFunctions, FADA, FindIt, fuser, gamreg, gencve, glmnetUtils, graphicalVAR, GWLelast, HDCI, hdi, hdm, hdnom, HiCblock, HiCglmi, hit, hybridEnsemble, imputeR, iqspr, IsingFit, kernDeepStackNet, knockoff, LassoSIR, lime, lmmen, LPR, maxnet, mdpeer, MESS, metafuse, MFKnockoffs, mgm, milr, mpath, mplot, mRchmadness, MRFA, msaenet, msr, MWRidge, nnfor, nproc, OHPL, pact, parboost, partialCI, PDN, pgraph, PhylogeneticEM, politeness, polywog, pre, prioritylasso, rarhsmm, RCPmod, rdomains, regnet, rminer, RNAseqNet, rolypoly, RPtests, rrpack, RSDA, rsig, RTextTools, SentimentAnalysis, sentometrics, SIS, SISIR, slimrec, SOIL, sparsereg, sparsevar, stepPenal, stm, SubgrpID, SurvRank, TANDEM, tsensembler, XMRF
Reverse suggests: bigstatsr, BiodiversityR, broom, bWGR, caretEnsemble, catdata, ck37r, CompareCausalNetworks, EBglmnet, eclust, EHR, emil, fbRanks, FeatureHashing, flexmix, FRESA.CAD, fscaret, ggfortify, GWASinlps, heuristica, LSAmitR, medflex, mlr, ModelGood, NAM, nscancor, ordinalNet, plotmo, pmml, pulsar, randomForestSRC, regsem, sAIC, simputation, simulator, SPreFuGED, sqlscore, stabs, STPGA, subsemble, SuperLearner, text2vec, varbvs, WeightedROC
Reverse enhances: coefplot

Linking:

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