This vignette provides a broad introduction to the various facilities in the package. A good place to start if you are new to the package.

An Introduction to `glmnet`

Model Families

If you wish to use model families ala stats::glm, this vignette is for you. The family also includes Cox models for survival, which are discussed in the next vignette below.

The `family` Argument for `glmnet`

Survival Models

Penalized Cox regression models can now be fit in glmnet using both right censored and (start, stop] data. This vignette leads you through the process with several examples.

Regularized Cox Regression

Relaxed Fits

The idea of the relaxed lasso is to take a glmnet fitted object, and then for each lambda, refit the variables in the active set without any penalization. For details, see below.

The Relaxed Lasso