glmnet _1.1-4 is on CRAN now.
This version includes cross.validation functions to assist in picking
a good value for "lambda"
These functions are preliminary, in that they can only handle gaussian
or logistic models for binary data.
The complete range will appear in the future.
For those u
glmnet _1.1-3 is on CRAN now.
glmnet fits lasso and elastic net regularization paths for squared
error, binomial and multinomial
models via coordinate descent. It is extremely fast and can work on
large scale problems.
See the paper: "Regularized Paths for Generalized Linear Models via
Coor
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