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penalized  

L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
View on CRAN: Click here


Download and install penalized package within the R console
Install from CRAN:
install.packages("penalized")

Install from Github:
library("remotes")
install_github("cran/penalized")

Install by package version:
library("remotes")
install_version("penalized", "0.9-53")



Attach the package and use:
library("penalized")
Maintained by
Jelle Goeman
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-07-07
Latest Update: 2022-04-23
Description:
Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.
How to cite:
Jelle Goeman (2007). penalized: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model. R package version 0.9-53, https://cran.r-project.org/web/packages/penalized. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:40), 0.9-0 (2007-07-07 20:47), 0.9-1 (2007-07-13 16:31), 0.9-2 (2007-07-18 21:42), 0.9-3 (2007-08-04 09:51), 0.9-4 (2007-08-14 12:53), 0.9-5 (2007-09-01 13:05), 0.9-6 (2007-09-04 09:40), 0.9-7 (2007-09-07 08:49), 0.9-8 (2007-09-07 13:16), 0.9-9 (2007-09-21 17:22), 0.9-10 (2007-09-24 20:40), 0.9-11 (2007-09-28 21:01), 0.9-12 (2007-10-25 21:15), 0.9-13 (2007-10-27 17:30), 0.9-14 (2007-11-05 20:22), 0.9-15 (2007-11-07 17:34), 0.9-16 (2007-11-17 11:43), 0.9-17 (2007-12-02 20:34), 0.9-18 (2007-12-14 18:13), 0.9-19 (2007-12-24 10:48), 0.9-20 (2008-02-17 19:45), 0.9-21 (2008-04-27 17:29), 0.9-22 (2008-09-29 20:45), 0.9-23 (2009-03-12 21:07), 0.9-24 (2009-05-28 19:59), 0.9-25 (2009-07-18 18:13), 0.9-26 (2009-08-06 12:56), 0.9-27 (2009-10-07 08:38), 0.9-28 (2010-02-03 11:09), 0.9-29 (2010-02-11 19:33), 0.9-30 (2010-03-02 17:58), 0.9-31 (2010-06-29 18:43), 0.9-32 (2010-09-19 19:37), 0.9-33 (2011-01-04 17:39), 0.9-34 (2011-02-04 12:34), 0.9-35 (2011-03-04 15:50), 0.9-36 (2011-08-09 16:13), 0.9-37 (2011-08-19 18:05), 0.9-38 (2012-02-16 10:55), 0.9-39 (2012-06-19 23:05), 0.9-40 (2012-06-21 18:17), 0.9-41 (2012-07-19 14:18), 0.9-42 (2012-11-06 12:48), 0.9-45 (2014-12-19 17:57), 0.9-46 (2016-04-19 00:50), 0.9-47 (2016-05-27 18:08), 0.9-49 (2017-01-27 10:18), 0.9-50.1 (2018-06-30 14:02), 0.9-50 (2017-02-01 16:12), 0.9-51 (2018-07-12 14:32), 0.9-52 (2022-04-23 16:10)
Other packages that cited penalized R package
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Complete documentation for penalized
Functions, R codes and Examples using the penalized R package
Some associated functions: breslow . contrasts . cvl . nki70 . penalized . penfit . plotpath . predict . 
Some associated R codes: Brent.R . breslow.R . checkinput.R . contrasts.R . core.R . cox.R . cvl.R . linear.R . logit.R . onattach.R . penalized.R . penfit.R . plotpath.R . poisson.R .  Full penalized package functions and examples
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