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. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Version: 2.0-5
Depends: Matrix (≥ 1.0-6), utils, foreach
Imports: methods
Suggests: survival, knitr, lars
Published: 2016-03-17
Author: Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
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
CRAN checks: glmnet results

Downloads:

Reference manual: glmnet.pdf
Vignettes: An Introduction to Glmnet
Fitting the Penalized Cox Model
Package source: glmnet_2.0-5.tar.gz
Windows binaries: r-devel: glmnet_2.0-5.zip, r-release: glmnet_2.0-5.zip, r-oldrel: glmnet_2.0-5.zip
OS X Snow Leopard binaries: r-release: glmnet_2.0-5.tgz, r-oldrel: glmnet_2.0-2.tgz
OS X Mavericks binaries: r-release: glmnet_2.0-5.tgz
Old sources: glmnet archive

Reverse dependencies:

Reverse depends: AdapEnetClass, bapred, bigdata, BigTSP, BioMark, CAM, cosso, covTest, DivMelt, DTRlearn, elasso, EstHer, fcd, FindIt, glmnetcr, glmvsd, Grace, hdlm, HiCfeat, InvariantCausalPrediction, ipflasso, lassoscore, MESS, mht, MMMS, MMS, MNS, netgsa, oblique.tree, parcor, PAS, PRIMsrc, prototest, qut, refund.wave, regsel, relaxnet, RVtests, selectiveInference, SIMMS, SIS, SML, SparseLearner, sparsenet, SubLasso, widenet
Reverse imports: anoint, c060, Causata, ComICS, CorReg, CovSelHigh, customizedTraining, EnsembleBase, EnsemblePenReg, FADA, gencve, graphicalVAR, GWLelast, hdi, hdm, hdnom, hit, hybridEnsemble, IsingFit, kernDeepStackNet, knockoff, LPR, metafuse, mgm, MPAgenomics, mpath, mplot, msr, nproc, pact, parboost, polywog, RSDA, rsig, RTextTools, sparsereg, stm, SurvRank, XMRF
Reverse suggests: broom, caretEnsemble, catdata, CompareCausalNetworks, EBglmnet, emil, fbRanks, FeatureHashing, flexmix, FRESA.CAD, fscaret, ggfortify, medflex, mlr, ModelGood, nscancor, pmml, randomForestSRC, subsemble, SuperLearner, text2vec
Reverse enhances: coefplot, stabs