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glmnet (4.1-10)

Published 2026-02-24 13:47:14 +00:00 by atheaadmin

Installation

Setup this registry in your Rprofile.site file:

options("repos" = c(getOption("repos"), c(gitea="")))

To install the package, run the following command:

install.packages("glmnet")

For more information on the CRAN registry, see the documentation.

About this package

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.Lasso and Elastic-Net Regularized Generalized Linear Models

Dependencies

Imports	methods, utils, foreach, shape, survival, Rcpp
Depends	R (>= 3.6.0), Matrix (>= 1.0-6)
LinkingTo	RcppEigen, Rcpp
Suggests	knitr, lars, testthat, xfun, rmarkdown

Details

CRAN

2026-02-24 13:47:14 +00:00

1

GPL-2

Jerome Friedman

Trevor Hastie

Rob Tibshirani

Balasubramanian Narasimhan

Kenneth Tay

Noah Simon

Junyang Qian

James Yang

Project Site

2.3 MiB

Assets (1)

glmnet_4.1-10.tar.gz 2.3 MiB

Versions (1) View all

4.1-10 2026-02-24