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