Ravenport: R-glmnet

Port variant	std
Summary	Generalized Linear Models for Lasso, etc
BROKEN
Package version	4.1.8
Homepage	https://glmnet.stanford.edu
Keywords	cran
Maintainer	CRAN Automaton
License	Not yet specified
Other variants	There are no other variants.
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Last modified	09 AUG 2024, 21:24:17 UTC
Port created	18 APR 2020, 19:20:11 UTC

Subpackage Descriptions

single

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, 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.

Build (only)	gmake:primary:std gettext:dev:std gettext:bldtools:std gettext:tools:std R:primary:std icu:dev:std
Build and Runtime	R-foreach:single:std R-shape:single:std R-Rcpp:single:std R-RcppEigen:single:std
Runtime (only)	R:primary:std R:nls:std