ncvreg

Regularization Paths for SCAD and MCP Penalized Regression Models

Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty.

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Description file content

Package
ncvreg
Title
Regularization Paths for SCAD and MCP Penalized Regression Models
Version
3.10-0
Date
2018-04-17
Author
Patrick Breheny [aut,cre]
Maintainer
Patrick Breheny
Suggests
survival, parallel, knitr
VignetteBuilder
knitr
Description
Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty.
BugReports
http://github.com/pbreheny/ncvreg/issues
License
GPL-3
URL
LazyData
TRUE
NeedsCompilation
yes
Packaged
2018-04-17 21:39:04 UTC; pbreheny
Repository
CRAN
Date/Publication
2018-04-17 22:49:41 UTC

install.packages('ncvreg')

3.10-0

3 months ago

http://myweb.uiowa.edu/pbreheny/publications/Breheny2011.pdf

Patrick Breheny

GPL-3

Suggests

survival, parallel, knitr

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