penalized: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
Version 0.9-50

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.

Package details

AuthorJelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder
Date of publication2017-02-01 16:12:10
MaintainerJelle Goeman <[email protected]>
LicenseGPL (>= 2)
Version0.9-50
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("penalized")

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penalized documentation built on May 30, 2017, 1:20 a.m.