Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties. The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources. Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage. Various types of hyper shrinkage may be used for various co-data. Co-data may be continuous or categorical. The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types. The model fit is used to predict for new samples. The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection. See Van Nee et al. (2020) <doi:10.48550/arXiv.2005.04010>.
Version: 3.1.1 Depends: R (≥ 3.5.0) Imports: glmnet, stats, Matrix, gglasso, mvtnorm, CVXR, multiridge (≥ 1.5), survival, pROC, mgcv, pracma, JOPS, quadprog, checkmate Suggests: Rsolnp, expm, foreach, doParallel, parallel, ggplot2, ggraph, igraph, ggpubr, scales, dplyr, magrittr, nnls Published: 2023-02-27 DOI: 10.32614/CRAN.package.ecpc Author: Mirrelijn M. van Nee [aut, cre], Lodewyk F.A. Wessels [aut], Mark A. van de Wiel [aut] Maintainer: Mirrelijn M. van Nee <m.vannee at amsterdamumc.nl> License: GPL (≥ 3) URL: http://dx.doi.org/10.1002/sim.9162 NeedsCompilation: no CRAN checks: ecpc results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=ecpc to link to this page.
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