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.

Install the latest version of this package by entering the following in R:
install.packages("ncvreg")
AuthorPatrick Breheny [aut,cre]
Date of publication2017-03-16 22:53:27 UTC
MaintainerPatrick Breheny <patrick-breheny@uiowa.edu>
LicenseGPL-3
Version3.9-0
http://myweb.uiowa.edu/pbreheny/publications/Breheny2011.pdf

View on CRAN

Functions

AUC Man page
AUC.cv.ncvsurv Man page
coef.ncvreg Man page
coef.ncvsurv Man page
convexMin Man page
cv.ncvreg Man page
cv.ncvsurv Man page
heart Man page
Lung Man page
mfdr Man page
ncvreg Man page
ncvreg-package Man page
ncvsurv Man page
perm.ncvreg Man page
permres Man page
permres.ncvreg Man page
plot.cv.ncvreg Man page
plot.mfdr Man page
plot.ncvreg Man page
plot.ncvsurv.func Man page
predict.ncvreg Man page
predict.ncvsurv Man page
print.summary.cv.ncvreg Man page
prostate Man page
setupLambda Man page
std Man page
summary.cv.ncvreg Man page

Files

inst
inst/CITATION
inst/tests
inst/tests/coerce.R inst/tests/perm.R inst/tests/gaussian.R inst/tests/cv.ncvreg.R inst/tests/parallel.R inst/tests/special-cases.R inst/tests/ncvsurv.R inst/tests/standardize.R inst/tests/cv.ncvsurv.R inst/tests/binomial.R inst/tests/mfdr.R inst/tests/poisson.R inst/tests/auc.R
inst/doc
inst/doc/quick-start.Rnw
inst/doc/quick-start.R
inst/doc/quick-start.pdf
src
src/mfdr_cox.c
src/cox-dh.c
src/standardize.c
src/poisson.c
src/mfdr_binomial.c
src/raw.c
src/binomial.c
src/gaussian.c
src/ncvreg_init.c
src/maxprod.c
src/mfdr_gaussian.c
NAMESPACE
NEWS
data
data/Lung.RData
data/heart.RData
data/prostate.RData
R
R/summary-cv-ncvreg.R R/setupLambda.R R/logLik.R R/cv.ncvreg.R R/predict.cv.R R/plot.mfdr.R R/predict.R R/plot.cv.ncvreg.R R/ncvsurv.R R/perm.ncvreg.R R/ncvreg_fit.R R/predict.surv.R R/summary-ncvreg.R R/setupLambdaCox.R R/plot.ncvsurv.func.R R/convexMin.R R/summary-ncvsurv.R R/lamNames.R R/std.R R/cv.ncvsurv.R R/plot.ncvreg.R R/loss.R R/summary-cv-ncvsurv.R R/ncvreg.R R/permres.ncvreg.R R/mfdr.R R/auc.R
vignettes
vignettes/quick-start.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/permres.Rd man/std.Rd man/plot.ncvreg.Rd man/predict.ncvsurv.Rd man/auc.Rd man/perm.ncvreg.Rd man/Lung.Rd man/predict.Rd man/ncvsurv.Rd man/prostate.Rd man/cv.ncvsurv.Rd man/ncvreg-package.Rd man/plot.ncvsurv.func.Rd man/ncvreg.Rd man/plot-mfdr.Rd man/cv.ncvreg.Rd man/plot.cv.ncvreg.Rd man/ncvreg-internal.Rd man/heart.Rd man/summary.cv.ncvreg.Rd man/mfdr.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.