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 papers listed in the URL below.

Version: 3.0-2
Depends: R (≥ 3.6.0), Matrix (≥ 1.0-6)
Imports: methods, utils, foreach, shape
Suggests: survival, knitr, lars
Published: 2019-12-11
Author: Jerome Friedman [aut], Trevor Hastie [aut, cre], Rob Tibshirani [aut], Balasubramanian Narasimhan [aut], Noah Simon [aut], Junyang Qian [ctb]
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL-2
URL: https://glmnet.stanford.edu, https://dx.doi.org/10.18637/jss.v033.i01, https://dx.doi.org/10.18637/jss.v039.i05
NeedsCompilation: yes
Citation: glmnet citation info
Materials: README NEWS
In views: MachineLearning, Survival
CRAN checks: glmnet results

Downloads:

Reference manual: glmnet.pdf
Vignettes: Coxnet: Regularized Cox Regression
An Introduction to glmnet
Relaxed fits
Package source: glmnet_3.0-2.tar.gz
Windows binaries: r-devel: glmnet_3.0-2.zip, r-devel-gcc8: glmnet_3.0-1.zip, r-release: glmnet_3.0-2.zip, r-oldrel: glmnet_2.0-18.zip
OS X binaries: r-release: glmnet_3.0-2.tgz, r-oldrel: glmnet_2.0-18.tgz
Old sources: glmnet archive

Reverse dependencies:

Reverse depends: AdapEnetClass, AHM, arulesCBA, bapred, BigTSP, BioMark, CBPS, cosso, ctmle, DivMelt, DTRlearn2, elasso, ensr, EstHer, fcd, glmnetcr, glmtlp, glmvsd, Grace, hdlm, HiCfeat, HSDiC, IGG, InvariantCausalPrediction, ipflasso, islasso, lassoscore, Lavash, mcen, mmabig, MMMS, MNS, MRFcov, MultiVarSel, parcor, PAS, personalized, PRIMsrc, prototest, qut, roccv, RVtests, selectiveInference, SIMMS, tmle, TSGSIS
Reverse imports: anoint, ArCo, argo, armada, aurelius, bastah, BAYESDEF, BeSS, bestglm, bgsmtr, biospear, blin, blkbox, c060, CausalKinetiX, Causata, changedetection, CISE, cmenet, cocoreg, ComICS, cornet, CovSelHigh, cpt, creditmodel, customizedTraining, DALEXtra, dlbayes, DMRnet, dnr, DWLasso, elasticIsing, enetLTS, eNetXplorer, EnsembleBase, EnsemblePenReg, ePCR, epiGWAS, eshrink, eventstream, expandFunctions, expose, FADA, fdm2id, FindIt, fssemR, fuser, gamreg, gencve, glmnetUtils, GMDH2, GMSimpute, goffda, graphicalVAR, gren, GRPtests, GWLelast, HCTR, HDCI, hdi, hdm, hdme, hdnom, healthcareai, hit, HTLR, hybridEnsemble, iml, IsingFit, joinet, kernDeepStackNet, knockoff, kosel, LassoSIR, LEGIT, lilikoi, lime, lmmen, localModel, LUCIDus, mase, maxnet, mdpeer, MESS, MetabolicSurv, metafuse, MFKnockoffs, mgm, milr, mimi, mplot, MRFA, msaenet, MTGS, MWRidge, natural, NCutYX, netgsa, nnfor, nonet, NormalBetaPrime, nproc, obliqueRSF, OHPL, pact, palasso, parboost, partialCI, Patterns, PDN, pgraph, phd, PhylogeneticEM, plsmselect, politeness, polywog, postDoubleR, pre, predictoR, prioritylasso, PRISM.forecast, psychNET, rare, RCPmod, regnet, regressoR, reinforcedPred, rminer, RNAseqNet, rolypoly, RPtests, rrpack, RSDA, sail, SAVER, SelectBoost, SentimentAnalysis, sentometrics, SILM, SIS, SISIR, slimrec, smurf, SOIL, sparsereg, sparsevar, spinBayes, sprintr, statVisual, stepPenal, STGS, stm, STOPES, StratifiedMedicine, SubgrpID, SuperPCA, TANDEM, TCA, tensorsparse, TextForecast, tools4uplift, tsensembler, TULIP, TVsMiss, varEst, XMRF, xrf, xtune, ZVCV
Reverse suggests: adaptMT, bamlss, bbl, bcaboot, bigstatsr, BiodiversityR, BOSSreg, broom, butcher, bWGR, caretEnsemble, catdata, CBDA, coefplot, CompareCausalNetworks, EBglmnet, eclust, EHR, fbRanks, FeatureHashing, flexmix, forecastML, formulize, FRESA.CAD, fscaret, ggfortify, GWASinlps, heuristica, imputeR, live, LSAmitR, MachineShop, medflex, mlr, mlr3learners, mlr3pipelines, ModelGood, modelplotr, nlpred, nscancor, ordinalNet, parsnip, plotmo, pmml, projpred, pulsar, r2pmml, regsem, sAIC, sgd, simputation, simulator, SplitReg, SPreFuGED, sqlscore, stabs, STPGA, SuperLearner, superml, text2vec, varbvs, vimp, vip, WeightedROC
Reverse enhances: prediction

Linking:

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