Skip to content
A GAUSS wrapper of the glmnet package for fitting generalized linear models via penalized maximum likelihood.
Fortran Other
  1. Fortran 98.6%
  2. Other 1.4%
Branch: master
Clone or download

README.md

gauss-glmnet

A GAUSS wrapper of the glmnet package for fitting generalized linear models via penalized maximum likelihood.

LASSO regression coefficients vs L1 norm

Getting Started

Prerequisites

The program files require a working copy of GAUSS 18+. It could be made to work back to GAUSS version 16.

Installation

  1. Click the Release tab towards the top of this page.
  2. Download the package zip file.
  3. Use the GAUSS Application Installer by selecting Tools > Install Application from the main GAUSS menu.

Examples

After installation the example files and data will be located in pkgs/glmnet/examples under your GAUSS installation directory.

Documentation

Documentation for the main function, glmnetFit can be found here.

You can’t perform that action at this time.