Man pages for stepPenal
Stepwise Forward Variable Selection in Penalized Regression
| findROC | Compute the area under the ROC curve |
| lassomodel | Fits a lasso model and a lasso followed by a stepAIC... |
| objFun | Objective function |
| optimPenaLik | Variable selection based on the combined penalty CL= (1-w)L0... |
| optimPenaLikL2 | Variable selection based on the combined penalty CL2= (1-w)L0... |
| penalBrier | Evaluation of the performance of risk prediction models with... |
| SimData | Simulate data with normally distributed predictors and binary... |
| stepaic | Stepwise forward variable selection based on the AIC... |
| StepPenal | Stepwise forward variable selection using penalized... |
| StepPenalL2 | Stepwise forward variable selection using penalized... |
| tuneParam | Tune parameters w and lamda using the CL penalty |
| tuneParamCL2 | Tune parameters w and lamda using the CL2 penalty |
