Description:

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 multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.

Changes to previous version:

Fetched by r-cran-robot on 2012-12-01 00:00:05.243523

BibTeX Entry: Download

Supported Operating Systems: Agnostic

Tags: R-Cran

Archive: download here

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