glmnet: lasso and elastic-net regularized models🔗ℹ

These are Racket bindings to glmnet, the Friedman/Hastie/Tibshirani coordinate-descent solver for lasso and elastic-net regularized generalized linear models. The numerics come from the original, self-contained glmnet Fortran (vendored as "fortran/vendor/glmnet5.f90"); a small iso_c_binding shim exports a clean C ABI that this package binds to through Racket’s FFI.

The library is developed example-first: every model below ships as a runnable literate program under "glmnet/examples/" that is also woven into Examples. The four core models — ordinary least squares, ridge, lasso, and elastic net — are all a single call to the same elastic-net routine with different values of the mixing parameter α and the penalty λ.

License. Because this package vendors and links the GPL-2.0 glmnet Fortran, it is distributed under GPL-2.0-or-later — unlike the permissively licensed bindings in the same family.