stepPlr: L2 penalized logistic regression with a stepwise variable selection

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L2 penalized logistic regression for both continuous and discrete predictors, with forward stagewise/forward stepwise variable selection procedure.

Author
Mee Young Park, Trevor Hastie
Date of publication
2010-07-26 13:59:19
Maintainer
Mee Young Park <meeyoung@google.com>
License
GPL (>= 2)
Version
0.92

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Man pages

cv.step.plr
Computes cross-validated deviance or prediction errors for...
plr
Logistic regression with a quadratic penalization on the...
plr-internal
Internal plr functions
predict.plr
prediction function for plr
predict.stepplr
prediction function for step.plr
step.plr
Forward stepwise selection procedure for penalized logistic...

Files in this package

stepPlr
stepPlr/src
stepPlr/src/solveplr.f
stepPlr/src/cg_descent.f
stepPlr/R
stepPlr/R/internal.R
stepPlr/R/plr.R
stepPlr/R/step.plr.R
stepPlr/DESCRIPTION
stepPlr/NAMESPACE
stepPlr/man
stepPlr/man/predict.plr.Rd
stepPlr/man/plr.Rd
stepPlr/man/predict.stepplr.Rd
stepPlr/man/step.plr.Rd
stepPlr/man/plr-internal.Rd
stepPlr/man/cv.step.plr.Rd