Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.
| Version: | 1.1 |
| Published: | 2013-04-02 |
| Author: | Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani |
| Maintainer: | Noah Simon <nsimon at stanford.edu> |
| BugReports: | NA |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| URL: | NA |
| NeedsCompilation: | yes |
| In views: | Survival |
| CRAN checks: | SGL results |
| Reference manual: | SGL.pdf |
| Package source: | SGL_1.1.tar.gz |
| Windows binaries: | r-devel: SGL_1.1.zip, r-release: SGL_1.1.zip, r-oldrel: SGL_1.1.zip |
| OS X Mavericks binaries: | r-release: SGL_1.1.tgz, r-oldrel: SGL_1.1.tgz |
| Old sources: | SGL archive |