glmnet

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.

Last 30 days

This package has been downloaded 167,952 times in the last 30 days. Practically an academic rockstar! That's enough downloads to cause murmurs at international conferences. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3,713 times.

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Last 365 days

This package has been downloaded 1,457,245 times in the last 365 days. Perhaps it's time to consider hiring a personal assistant to manage the newfound fame. That's an absurd number of downloads. The day with the most downloads was Feb 24, 2025 with 8,595 downloads.

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