gauss-glmnet

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

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.