glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

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.

Version: 2.0-5
Depends: Matrix (≥ 1.0-6), utils, foreach
Imports: methods
Suggests: survival, knitr, lars
Published: 2016-03-17
Author: Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani
Maintainer: Trevor Hastie <hastie at>
License: GPL-2
NeedsCompilation: yes
Citation: glmnet citation info
Materials: ChangeLog
In views: MachineLearning, Survival
CRAN checks: glmnet results


Reference manual: glmnet.pdf
Vignettes: An Introduction to Glmnet
Fitting the Penalized Cox Model
Package source: glmnet_2.0-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: glmnet_2.0-5.tgz, r-oldrel: glmnet_2.0-5.tgz
Old sources: glmnet archive

Reverse dependencies:

Reverse depends: AdapEnetClass, bapred, bigdata, BigTSP, BioMark, CAM, cosso, covTest, DivMelt, DTRlearn, elasso, EstHer, fcd, FindIt, glmnetcr, glmvsd, Grace, hdlm, HiCfeat, InvariantCausalPrediction, ipflasso, lassoscore, mht, MMMS, MMS, MNS, netgsa, oblique.tree, parcor, PAS, pre, PRIMsrc, prototest, qut, refund.wave, regsel, relaxnet, roccv, RVtests, selectiveInference, SIMMS, SML, SOIL, SparseLearner, sparsenet, SubLasso, widenet
Reverse imports: anoint, bastah, blkbox, c060, Causata, cocoreg, ComICS, CorReg, CovSelHigh, customizedTraining, elasticIsing, EnsembleBase, EnsemblePenReg, expandFunctions, FADA, gamreg, gencve, graphicalVAR, GWLelast, hdi, hdm, hdnom, HiCglmi, hit, hybridEnsemble, IsingFit, kernDeepStackNet, knockoff, LPR, maxnet, mdpeer, MESS, metafuse, mgm, MPAgenomics, mpath, mplot, msaenet, msr, MWRidge, nproc, pact, parboost, pgraph, polywog, RCPmod, rdomains, rminer, RPtests, RSDA, rsig, RTextTools, SIS, SISIR, sparsereg, sparsevar, stepPenal, stm, SurvRank, TANDEM, XMRF
Reverse suggests: broom, caretEnsemble, catdata, CompareCausalNetworks, EBglmnet, emil, fbRanks, FeatureHashing, flexmix, FRESA.CAD, fscaret, ggfortify, heuristica, LSAmitR, medflex, mlr, ModelGood, nscancor, plotmo, pmml, pulsar, randomForestSRC, sAIC, simulator, SPreFuGED, sqlscore, subsemble, SuperLearner, text2vec, varbvs
Reverse enhances: coefplot, stabs


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