luederm/penalizedcpp: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
Version 0.9-47

Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Getting started

Package details

AuthorJelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder
Date of publication2016-05-27 18:08:55
MaintainerJelle Goeman <[email protected]>
LicenseGPL (>= 2)
Version0.9-47
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("luederm/penalizedcpp")
luederm/penalizedcpp documentation built on May 21, 2017, 3:41 p.m.