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. For more information, see Breheny and Huang (2011) <doi:10.1214/10-AOAS388> or visit the ncvreg homepage <https://pbreheny.github.io/ncvreg/>.
Version: 3.15.0 Suggests: ashr, knitr, parallel, rmarkdown, survival, tinytest Published: 2025-02-11 DOI: 10.32614/CRAN.package.ncvreg Author: Patrick Breheny [aut, cre], Ryan Miller [aut], Logan Harris [aut] Maintainer: Patrick Breheny <patrick-breheny at uiowa.edu> BugReports: https://github.com/pbreheny/ncvreg/issues License: GPL-3 URL: https://pbreheny.github.io/ncvreg/, https://github.com/pbreheny/ncvreg NeedsCompilation: yes Citation: ncvreg citation info Materials: README, NEWS In views: MachineLearning CRAN checks: ncvreg results Documentation: Downloads: Reverse dependencies: Reverse depends: biglasso, glmvsd, HIMA, mombf Reverse imports: AteMeVs, fastTS, glmmPen, HCTR, hdmed, hdnom, L2E, mcb, mrMLM, mrMLM.GUI, msaenet, MVOPR, naivereg, nonprobsvy, PDMIF, plmmr, polywog, quadVAR, RCTS, simode, SIS, SMAHP, SOIL, sparseR, SPSP, stabiliser Reverse suggests: eclust, qeML Linking:Please use the canonical form https://CRAN.R-project.org/package=ncvreg to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4