glmnet
type: Item
swMATH work ID: 8159
instance of: R package
software version identifier: 4.1-7
software version identifier: 1.1-1
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software version identifier: 3.0
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software version identifier: 4.1-6
software version identifier: 4.1
software version identifier: 4.1-8
maintained by: Trevor Hastie
CRAN project: glmnet
programmed in: R
MaRDI profile type: Software
last update: 2023-08-22T00:00:00Z
description: Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression, Cox model, multiple-response Gaussian, and the grouped multinomial regression; see <doi:10.18637/jss.v033.i01> and <doi:10.18637/jss.v039.i05>. There are two new and important additions. The family argument can be a GLM family object, which opens the door to any programmed family (<doi:10.18637/jss.v106.i01>). This comes with a modest computational cost, so when the built-in families suffice, they should be used instead. The other novelty is the relax option, which refits each of the active sets in the path unpenalized. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers cited.
author: Jerome Friedman
author: Trevor Hastie
author: Rob Tibshirani
author: Balasubramanian Narasimhan
author: Kenneth Tay
author: Noah Simon
author: James Yang
copyright license: GNU General Public License, version 2.0
depends on software: Matrix
depends on software: R
imports: methods
imports: utils
imports: foreach
imports: shape
imports: survival
imports: Rcpp
cites work: Regularization Paths for Generalized Linear Models via Coordinate Descent
cites work: Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent
cites work: Elastic Net Regularization Paths for All Generalized Linear Models
source code repository: glmnet

glmnet (Software Heritage ID)
source code repository: glmnet
point in time: 2023-09-01T00:00:00Z