glmpath: L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model

Version: 0.97
Depends: survival, R (≥ 2.0)
Published: 2013-02-06
Author: Mee Young Park, Trevor Hastie
Maintainer: Mee Young Park <meeyoung at google.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: MachineLearning, Survival
CRAN checks: glmpath results

Downloads:

Reference manual: glmpath.pdf
Package source: glmpath_0.97.tar.gz
MacOS X binary: glmpath_0.97.tgz
Windows binary: glmpath_0.97.zip
Old sources: glmpath archive

Reverse dependencies:

Reverse depends: covTest, glmpathcr