A GAUSS wrapper of the glmnet package for fitting generalized linear models via penalized maximum likelihood.
The program files require a working copy of GAUSS 18+. It could be made to work back to GAUSS version 16.
- Click the Release tab towards the top of this page.
- Download the package zip file.
- Use the GAUSS Application Installer by selecting Tools > Install Application from the main GAUSS menu.
After installation the example files and data will be located in
pkgs/glmnet/examples under your GAUSS installation directory.
Documentation for the main function,
glmnetFit can be found here.