Nothing
penalized: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder |
| Maintainer | Jelle Goeman <j.j.goeman@lumc.nl> |
| License | GPL (>= 2) |
| Version | 0.9-52 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the penalized package in your browser
Any scripts or data that you put into this service are public.
