glmpath

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

Mee Young Park

Last update: 28 January 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.98

Source code repository: https://github.com/cran/glmpath

Cited In (5)

• ordPens
• glmpathcr
• A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
• Least angle and \(\ell _{1}\) penalized regression: a review

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