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- Description:
L1 (lasso and fused lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model: A package for fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.
- Changes to previous version:
Fetched by r-cran-robot on 2013-04-01 00:00:06.939105
- BibTeX Entry: Download
- Supported Operating Systems: Agnostic
- Tags: R-Cran
- Archive: download here
Other available revisons
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Version Changelog Date 0.9-42 Fetched by r-cran-robot on 2013-04-01 00:00:06.939105
December 1, 2012, 00:00:07 0.9-41 Fetched by r-cran-robot on 2012-11-01 00:00:08.018083
August 1, 2012, 00:00:08 0.9-40 Fetched by r-cran-robot on 2012-07-01 00:00:06.947438
July 1, 2012, 00:00:07 0.9-39 Fetched by r-cran-robot on 2012-06-01 00:00:07.367032
May 1, 2012, 00:00:08 0.9-38 Fetched by r-cran-robot on 2012-04-01 00:00:08.431393
March 1, 2012, 00:00:07 0.9-37 Fetched by r-cran-robot on 2012-02-01 00:00:09.527036
August 21, 2011, 08:16:12 0.9-36 Fetched by r-cran-robot on 2011-08-14 08:16:06.618301
August 14, 2011, 08:16:06 0.9-35 Fetched by r-cran-robot on 2011-07-31 08:16:09.182531
March 24, 2011, 08:16:14 0.9-31 Fetched by r-cran-robot on 2010-08-12 12:52:48.842948
August 12, 2010, 12:52:48 0.9-27 Fetched by r-cran-robot on 2009-11-17 07:16:06.572770
November 7, 2009, 07:16:05 0.9-26 Fetched by r-cran-robot on 2009-10-03 07:16:04.283474
August 7, 2009, 07:16:04 0.9-25 Fetched by r-cran-robot on 2009-08-06 07:16:04.660231
July 19, 2009, 07:16:09 0.9-24 Fetched by r-cran-robot on 2009-07-18 07:16:04.204976
May 29, 2009, 07:16:06 0.9-23 Fetched by r-cran-robot on 2009-05-28 07:16:03.996635
March 13, 2009, 07:16:04 0.9-22 Fetched by r-cran-robot on 2009-03-12 07:16:04.395442
June 24, 2008, 13:38:45
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