grpreg: Regularization Paths for Regression Models with Grouped Covariates

Efficient algorithms for fitting the regularization path of linear or logistic regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge.

Install the latest version of this package by entering the following in R:
install.packages("grpreg")
AuthorPatrick Breheny
Date of publication2016-07-11 22:56:52
MaintainerPatrick Breheny <patrick-breheny@uiowa.edu>
LicenseGPL-3
Version3.0-2

View on CRAN

Functions

AUC Man page
AUC.cv.grpsurv Man page
Birthwt Man page
birthwt.grpreg Man page
calcL Man page
coef.cv.grpreg Man page
coef.grpreg Man page
coef.grpsurv Man page
criteria.grpreg Man page
cv.grpreg Man page
cv.grpsurv Man page
gBridge Man page
grpreg Man page
grpreg-package Man page
grpsurv Man page
logLik Man page
logLik.grpreg Man page
Lung Man page
plot.cv.grpreg Man page
plot.grpreg Man page
predict.cv.grpreg Man page
predict.grpreg Man page
predict.grpsurv Man page
print.summary.cv.grpreg Man page
select Man page
select.grpreg Man page
setupLambda Man page
summary.cv.grpreg Man page
unstandardize Man page

Files

inst
inst/CITATION
inst/tests
inst/tests/coerce.R inst/tests/basic-functionality.R inst/tests/multitask.R inst/tests/standardization-orthogonalization.R inst/tests/extra-features.R inst/tests/grpsurv.R
inst/doc
inst/doc/quick-start.Rnw
inst/doc/quick-start.R
inst/doc/penalties.Rnw
inst/doc/penalties.R
inst/doc/quick-start.pdf
inst/doc/penalties.pdf
tests
tests/interactive
tests/interactive/basic-functionality.R tests/interactive/agreement.R tests/interactive/multitask.R tests/interactive/extra-features.R tests/interactive/grpsurv.R tests/test.R
src
src/gdfit_cox.c
src/lcdfit_binomial.c
src/standardize.c
src/lcdfit_cox.c
src/gdfit_binomial.c
src/lcdfit_poisson.c
src/gdfit_gaussian.c
src/maxprod.c
src/gdfit_poisson.c
src/lcdfit_gaussian.c
src/grpreg.c
NAMESPACE
NEWS
data
data/Lung.RData
data/Birthwt.RData
data/birthwt.grpreg.RData
R
R/select.R R/calcNullDev.R R/cv.grpsurv.R R/setupLambda.R R/logLik.R R/predict.cv.R R/summary.cv.grpreg.R R/plot.grpsurv.func.R R/plot.R R/cv.grpreg.R R/predict.R R/orthogonalize.R R/gBridge.R R/plot.cv.R R/standardize.R R/predict.surv.R R/setupLambdaCox.R R/print.R R/grpreg.R R/reorderGroups.R R/grpsurv.R R/multi.R R/loss.R R/summary.cv.grpsurv.R R/auc.R
vignettes
vignettes/quick-start.Rnw
vignettes/penalties.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/grpreg.Rd man/grpreg-package.Rd man/birthwt.grpreg.Rd man/grpsurv.Rd man/auc.Rd man/Lung.Rd man/predict.Rd man/logLik.grpreg.Rd man/gBridge.Rd man/predict.grpsurv.Rd man/cv.grpreg.Rd man/Birthwt.Rd man/plot.grpreg.Rd man/cv.grpsurv.Rd man/grpreg-internal.Rd man/summary.cv.grpreg.Rd man/plot.cv.grpreg.Rd man/select.grpreg.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.