ncvreg

Regularization Paths for SCAD and MCP Penalized Regression Models

Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided.

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Description file content

Package
ncvreg
Title
Regularization Paths for SCAD and MCP Penalized Regression Models
Version
3.11-0
Date
2018-09-07
Suggests
survival, parallel, knitr
VignetteBuilder
knitr
Description
Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided.
BugReports
http://github.com/pbreheny/ncvreg/issues
License
GPL-3
URL
LazyData
TRUE
RoxygenNote
6.1.0
NeedsCompilation
yes
Packaged
2018-09-13 15:47:03 UTC; pbreheny
Author
Patrick Breheny [aut, cre] ()
Maintainer
Patrick Breheny
Repository
CRAN
Date/Publication
2018-09-13 16:40:03 UTC

install.packages('ncvreg')

3.11-0

7 days ago

http://pbreheny.github.io/ncvreg

Patrick Breheny

GPL-3

Suggests

survival, parallel, knitr

Discussions