Bug#815128: ITP: r-cran-glmnet - Lasso and Elastic-Net Regularized Generalized Linear Models

[Daniel Pocock <daniel@pocock.pro>]

Package: wnpp
Severity: wishlist

https://cran.r-project.org/web/packages/glmnet/

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.