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.

Install the latest version of this package by entering the following in R:
install.packages("penalized")
AuthorJelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder
Date of publication2017-02-01 16:12:10
MaintainerJelle Goeman <j.j.goeman@lumc.nl>
LicenseGPL (>= 2)
Version0.9-50

View on CRAN

Functions

as.data.frame,breslow-method Man page
as.data.frame,penfit-method Man page
as.list,breslow-method Man page
as.matrix,breslow-method Man page
basehaz,penfit-method Man page
basesurv Man page
basesurv,penfit-method Man page
breslow Man page
[,breslow,ANY,ANY,ANY-method Man page
breslow-class Man page
[,breslow-method Man page
[[,breslow-method Man page
coefficients,penfit-method Man page
coef,penfit-method Man page
contr.diff Man page
contr.none Man page
cvl Man page
fitted,penfit-method Man page
fitted.values,penfit-method Man page
linear.predictors Man page
linear.predictors,penfit-method Man page
loglik Man page
loglik,penfit-method Man page
nki70 Man page
optL1 Man page
optL2 Man page
penalized Man page
penalty Man page
penalty,penfit-method Man page
penfit Man page
penfit-class Man page
plot,breslow-method Man page
plotpath Man page
predict Man page
predict,penfit-method Man page
profL1 Man page
profL2 Man page
residuals,penfit-method Man page
show,breslow-method Man page
show,penfit-method Man page
survival Man page
survival,breslow-method Man page
time,breslow-method Man page
weights,penfit-method Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/penalized.Rnw
inst/doc/penalized.pdf
inst/doc/penalized.R
src
src/core.h
src/lasso.cpp
src/Makevars
src/ridge.cpp
src/coxfit.cpp
src/Makevars.win
src/RcppExports.cpp
src/coxfit.h
NAMESPACE
data
data/nki70.RData
R
R/checkinput.R R/cox.R R/core.R R/logit.R R/contrasts.R R/penfit.R R/breslow.R R/Brent.R R/plotpath.R R/linear.R R/onattach.R R/penalized.R R/poisson.R R/cvl.R
vignettes
vignettes/penalized.bib
vignettes/penalized.Rnw
MD5
README
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/plotpath.Rd man/penfit.Rd man/breslow.Rd man/predict.Rd man/nki70.Rd man/contrasts.Rd man/penalized.Rd man/cvl.Rd
.Rinstignore

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.