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.

Author
Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi
Date of publication
2016-05-27 18:08:55
Maintainer
Jelle Goeman <j.j.goeman@lumc.nl>
License
GPL (>= 2)
Version
0.9-47

View on CRAN

Man pages

breslow
Breslow estimator object
contrasts
Contrast functions for penalized regression
cvl
Cross-validated penalized regression
nki70
The 70 gene signature of the Netherlands Cancer Institute for...
penalized
Penalized regression
penfit
Penalized regression object
plotpath
Plotting the LASSO path
predict
Prediction based on penfit objects

Files in this package

penalized
penalized/inst
penalized/inst/CITATION
penalized/inst/doc
penalized/inst/doc/penalized.Rnw
penalized/inst/doc/penalized.pdf
penalized/inst/doc/penalized.R
penalized/NAMESPACE
penalized/data
penalized/data/nki70.RData
penalized/R
penalized/R/checkinput.R
penalized/R/cox.R
penalized/R/core.R
penalized/R/logit.R
penalized/R/contrasts.R
penalized/R/penfit.R
penalized/R/breslow.R
penalized/R/Brent.R
penalized/R/plotpath.R
penalized/R/linear.R
penalized/R/onattach.R
penalized/R/penalized.R
penalized/R/poisson.R
penalized/R/cvl.R
penalized/vignettes
penalized/vignettes/penalized.bib
penalized/vignettes/penalized.Rnw
penalized/MD5
penalized/build
penalized/build/vignette.rds
penalized/DESCRIPTION
penalized/ChangeLog
penalized/man
penalized/man/plotpath.Rd
penalized/man/penfit.Rd
penalized/man/breslow.Rd
penalized/man/predict.Rd
penalized/man/nki70.Rd
penalized/man/contrasts.Rd
penalized/man/penalized.Rd
penalized/man/cvl.Rd