An Introduction to glmnet30 days ago
Introduction | Installation | Quick Start | Linear Regression: family = "gaussian" (default) | Commonly used function arguments | Predicting and plotting with glmnet objects | Cross-validation | Other function arguments | Linear Regression: family = "mgaussian" (multi-response) | Logistic Regression: family = "binomial" | Multinomial Regression: family = "multinomial" | Poisson Regression: family = "poisson" | Cox Regression: family = "cox" | Programmable GLM families: family = family() | Assessing models on test data | Performance measures | Prevalidation | ROC curves for binomial data | Confusion matrices for classification | Filtering variables | Other Package Features | Sparse matrix support | Fitting big and/or sparse unpenalized generalized linear models | Creating x from mixed variables and/or missing data | Progress bar | Appendix 0: Convergence Criteria | Appendix 1: Internal Parameters | Appendix 2: Comparison with Other Packages | References