R package for Lasso and Elastic net penalty

Post date: Jul 8, 2013 7:13:57 AM

I always use this R package from Stanford's stats group.

http://cran.r-project.org/web/packages/glmnet/index.html

The package is used accompanied with this paper:

http://www.jstatsoft.org/v33/i01/paper

The package implemented all those equations in the paper.

Example codes can be found in the help came with the package.

I should provide my own example code when I have time.