pensim: Simulation of High-Dimensional Data and Parallelized Repeated Penalized Regression

Simulation of continuous, correlated high-dimensional data with time to event or binary response, and parallelized functions for Lasso, Ridge, and Elastic Net penalized regression with repeated starts and two-dimensional tuning of the Elastic Net.

Package details

AuthorLevi Waldron <>
MaintainerLevi Waldron <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the pensim package in your browser

Any scripts or data that you put into this service are public.

pensim documentation built on April 20, 2020, 5:05 p.m.