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
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pensim documentation built on May 11, 2021, 5:06 p.m.