pensim: Simulation of high-dimensional data and parallelized repeated penalized regression

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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.

Author
L. Waldron, M. Pintilie, M.-S. Tsao, F. A. Shepherd, C. Huttenhower*, I. Jurisica* (*equal contribution)
Date of publication
2014-03-14 11:32:43
Maintainer
Levi Waldron <lwaldron.research@gmail.com>
License
GPL (>= 2)
Version
1.2.9

View on CRAN

Man pages

beer.exprs
Lung adenocarcinoma microarray expression data of Beer et al....
beer.survival
Survival data for Beer et al. (2002) lung adenocarcinoma...
create.data
simulate correlated predictors with time-to-event or binary...
opt1D
Parallelized repeated tuning of Lasso or Ridge penalty...
opt2D
Parallelized, two-dimensional tuning of Elastic Net L1/L2...
opt.nested.crossval
Parallelized calculation of cross-validated risk score...
opt.splitval
Parallelized calculation of split training/test set...
pensim-package
Functions and data for simulation of high-dimensional data...
scan.l1l2
Function calculate cross-validated likelihood on a regular...

Files in this package

pensim
pensim/inst
pensim/inst/CITATION
pensim/inst/doc
pensim/inst/doc/pensim.R
pensim/inst/doc/pensim.pdf
pensim/inst/doc/pensim.Rnw
pensim/tests
pensim/tests/opt.nested.crossval.checks.R
pensim/NAMESPACE
pensim/data
pensim/data/beer.survival.rda
pensim/data/beer.exprs.rda
pensim/data/datalist
pensim/Changelog
pensim/R
pensim/R/opt2D.R
pensim/R/create.data.R
pensim/R/scan.l1l2.R
pensim/R/opt.nested.crossval.R
pensim/R/opt.splitval.R
pensim/R/opt1D.R
pensim/vignettes
pensim/vignettes/pensim.bib
pensim/vignettes/pensim.Rnw
pensim/MD5
pensim/build
pensim/build/vignette.rds
pensim/DESCRIPTION
pensim/man
pensim/man/opt1D.Rd
pensim/man/opt.nested.crossval.Rd
pensim/man/beer.exprs.Rd
pensim/man/beer.survival.Rd
pensim/man/scan.l1l2.Rd
pensim/man/pensim-package.Rd
pensim/man/create.data.Rd
pensim/man/opt.splitval.Rd
pensim/man/opt2D.Rd