glmnet包
alpha=0为ridge回归；alpha=1为lasso回归
https://wenku.baidu.com/view/6853cf5ca36925c52cc58bd63186bceb18e8ed5c.html

lars包——lasso回归
https://blog.csdn.net/qq_38650208/article/details/88766738

ridge包自动调参——ridge回归
https://blog.csdn.net/jiabiao1602/article/details/39338181
下载包的链接https://cran.rstudio.com/bin/windows/contrib/3.5/ridge_2.5.zip