Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out crossvalidation as well as postfitting visualization, summarization, inference, and prediction are also provided. For more information, see Breheny and Huang (2011) <doi:10.1214/10AOAS388> or visit the ncvreg homepage <https://pbreheny.github.io/ncvreg/>.
Package details 


Maintainer  
License  GPL3 
Version  3.13.0 
URL  https://pbreheny.github.io/ncvreg/ https://github.com/pbreheny/ncvreg 
Package repository  View on GitHub 
Installation 
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