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asmeurer / packages / r-glmnet 2.0_2

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 multiple-response Gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

  • License: GPL-2
  • 364 total downloads
  • Last upload: 9 years and 1 month ago

Installers

  • osx-64 v2.0_2
  • linux-64 v2.0_2
  • win-64 v2.0_2
  • win-32 v2.0_2
  • linux-32 v2.0_2

conda install

To install this package run one of the following:
conda install asmeurer::r-glmnet

Description


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