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glmpath

R package glmpath: L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model. A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model

Keywords for this software

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  • R package
  • Journal of Statistical Software
  • R
  • elastic net
  • lasso
  • variable selection
  • predictor-corrector algorithm
  • generalized linear models
  • survival analysis
  • parallel computing
  • coordinate-descent
  • coordinate descent
  • sparse models
  • EM algorithm
  • strong rule
  • regression
  • AIC
  • regularization
  • high-dimensional inference
  • BIC
  • MM principle
  • dispersion paremeter
  • unscented Kalman filter
  • regularization path
  • (\ell)_1 penalty
  • Cox’s model
  • cyclic coordinate descent algorithm
  • extended Kalman filter
  • genetic algorithm
  • survival

  • URL: cran.r-project.org/web...
  • Code
  • InternetArchive
  • Manual: cran.r-project.org/web...
  • Authors: Mee Young Park, Trevor Hastie
  • Dependencies: R

  • Add information on this software.


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  • leaps
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  • Stata
  • Cocktail
  • fastcox
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  • coxnet
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References in zbMATH (referenced in 9 articles )

Showing results 1 to 9 of 9.
y Sorted by year (citations)

  1. Benjamin Christoffersen: dynamichazard: Dynamic Hazard Models Using State Space Models (2021) not zbMATH
  2. Pazira, Hassan; Augugliaro, Luigi; Wit, Ernst: Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (2018)
  3. Luigi Augugliaro; Angelo Mineo; Ernst Wit: dglars: An R Package to Estimate Sparse Generalized Linear Models (2014) not zbMATH
  4. Yang, Yi; Zou, Hui: A cocktail algorithm for solving the elastic net penalized Cox’s regression in high dimensions (2013)
  5. Noah Simon; Jerome Friedman; Trevor Hastie; Rob Tibshirani: Regularization Paths for Cox’s Proportional Hazards Model via Coordinate Descent (2011) not zbMATH
  6. Jerome Friedman; Trevor Hastie; Rob Tibshirani: Regularization Paths for Generalized Linear Models via Coordinate Descent (2010) not zbMATH
  7. Vincent Calcagno; Claire de Mazancourt: glmulti: An R Package for Easy Automated Model Selection with (Generalized) Linear Models (2010) not zbMATH
  8. Binder, Harald; Schumacher, Martin: Allowing for mandatory covariates in boosting estimation of sparse high-dimensional survival models (2008) ioport
  9. Hesterberg, Tim; Choi, Nam Hee; Meier, Lukas; Fraley, Chris: Least angle and (\ell_1) penalized regression: a review (2008)

  • Article statistics & filter:

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  • MSC classification / top
    • Top MSC classes
      • 62 Statistics
      • 65 Numerical analysis

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