L1 (lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model CRAN Task View: MachineLearning (http://CRAN.R-project.org/view=MachineLearning) CRAN Task View: Survival (http://CRAN.R-project.org/view=Survival) A package for fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (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. Software Depends: R (>= 2.10.0), methods, survival Imports: survival Suggests: globaltest Jelle Goeman <j.j.goeman@lumc.nl> Jelle Goeman <j.j.goeman@lumc.nl>, Rosa Meijer GPL (>= 2) 2012-04-29 application/tgz http://CRAN.R-project.org/package=penalized