Chunk #63 — 6 Discussion

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Regularization Paths for Generalized Linear Models via Coordinate Descent.

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A public domain R language package glmnet is available from the CRAN website. Matlab functions (written by Rahul Mazumder), as well as the real datasets used in Section 5.3, can be downloaded from the second author’s website at http://www-stat.stanford.edu/~hastie/glmnet/