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 regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers listed in the URL below.
copied from cf-staging / r-glmnet| Label | Latest Version |
|---|---|
| main | 4.1_1 |
| cf201901 | 2.0_5 |
| cf202003 | 2.0_5 |
| gcc7 | 2.0_16 |
