Table 1.
Main publicly available R packages that solves the Lasso and other sparse penalties for the Cox, logistic or conditional logistic models (surveyed October 1st, 2014).
Package | 1:1 matching? | 1:M matching? | Amenable to processing of with grouping penalties | with large N | K:M matching? |
---|---|---|---|---|---|
Logistic Model | |||||
glmpath [42] | NO | NO | NO | NO | NO |
penalized [49] | YES | NO | NO | NO | NO |
glmnet [24] | NO | NO | NO | NO | NO |
Cox Model | |||||
glmpath [42] | NO | NO | NO | NO | NO |
penalized [49] | YES | YES | NO | NO | NO |
glmnet [50] | NO | NO | NO | NO | NO |
Conditional Logistic | |||||
pclogit [21] | YES | YES | YES | NO | NO |
clogitL1 [23] | YES | YES | NO | NO | YES |
clogitLasso [43,51] | YES | YES | NO | YES | NO |