ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

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Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty.

Author
Patrick Breheny [aut,cre], Sangin Lee [ctb]
Date of publication
2016-06-13 18:38:17
Maintainer
Patrick Breheny <patrick-breheny@uiowa.edu>
License
GPL-3
Version
3.6-0
URLs

View on CRAN

Man pages

auc
Calculates AUC for cv.ncvsurv objects
cv.ncvreg
Cross-validation for ncvreg
cv.ncvsurv
Cross-validation for ncvsurv
fir
False inclusion rates for ncvreg (independence approximation)
heart
Risk factors associated with heart disease
Lung
VA lung cancer data set
ncvreg
Fit an MCP- or SCAD-penalized regression path
ncvreg-internal
Internal ncvreg functions
ncvreg-package
Regularization paths for SCAD- and MCP-penalized regression...
ncvsurv
Fit an MCP- or SCAD-penalized survival model
perm.ncvreg
Permutation fitting for ncvreg
permres
Permute residuals for a fitted ncvreg model
plot.cv.ncvreg
Plots the cross-validation curve from a "cv.ncvreg" object
plot.fir
Plot false inclusion rate curves
plot.ncvreg
Plot coefficients from a "ncvreg" object
plot.ncvsurv.func
Plot survival curve for ncvsurv model
predict
Model predictions based on a fitted "ncvreg" object.
predict.ncvsurv
Model predictions based on a fitted "ncvsurv" object.
prostate
Factors associated with prostate specific antigen
std
Standardizes a design matrix
summary.cv.ncvreg
Summarizing inferences based on cross-validation

Files in this package

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