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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).

From: Sparse conditional logistic regression for analyzing large-scale matched data from epidemiological studies: a simple algorithm

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