R: Elastic net model paths for some generalized linear models
glmnet-package
R Documentation
Elastic net model paths for some generalized linear models
Description
This package fits lasso and elastic-net model paths for regression, logistic
and multinomial regression using coordinate descent. The algorithm is
extremely fast, and exploits sparsity in the input x matrix where it
exists. A variety of predictions can be made from the fitted models.
Details
Package:
glmnet
Type:
Package
Version:
1.0
Date:
2008-05-14
License:
What license is it under?
Very simple to use. Accepts x,y data for regression models, and
produces the regularization path over a grid of values for the tuning
parameter lambda. Only 5 functions:
glmnet predict.glmnet plot.glmnet print.glmnet coef.glmnet
Author(s)
Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Trevor Hastie <hastie@stanford.edu>