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.

AuthorJelle Goeman, Rosa Meijer, Nimisha Chaturvedi
Date of publication2016-05-27 18:08:55
MaintainerJelle Goeman <j.j.goeman@lumc.nl>
LicenseGPL (>= 2)
Version0.9-47

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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

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