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, 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

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/src
penalized/src/core.h
penalized/src/lasso.cpp
penalized/src/Makevars
penalized/src/ridge.cpp
penalized/src/coxfit.cpp
penalized/src/Makevars.win
penalized/src/RcppExports.cpp
penalized/src/coxfit.h
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/README
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
penalized/.Rinstignore

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