[R-pkgs] glmnet_1.9-1 submitted to CRAN

Trevor Hastie hastie at stanford.edu
Sun Feb 10 19:53:26 CET 2013


This new version of glmnet has some bug fixes, and some new features

* new arguments lower.limits=-Inf  and upper.limits=Inf (defaults shown) for all the coefficients
in glmnet. Users can provide limits on coefficients. See the documentation for glmnet.
Typical usage:
glmnet(x,y,lower=0)

Here the argument is abbreviated, and by giving a single value, this uses the same value for all parameters.
This fits a positive lasso

* new function glmnet.control() allows one to set internal parameters in glmnet, previously not under user control.
 These are for knowledgeable users. Once changed, the settings persist for the session. 
glmnet.control has a useful factory=TRUE argument, which will reset the "factory" defaults.

* a memory bug in coxnet has been fixed. 

Trevor Hastie
 ----------------------------------------------------------------------------------------
  Trevor Hastie                                   hastie at stanford.edu  
  Professor, Department of Statistics, Stanford University
  Phone: (650) 725-2231                 Fax: (650) 725-8977  
  URL: http://www.stanford.edu/~hastie  
   address: room 104, Department of Statistics, Sequoia Hall
           390 Serra Mall, Stanford University, CA 94305-4065  
 


More information about the R-packages mailing list