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ecpc: Flexible Co-Data Learning for High-Dimensional Prediction

Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties. The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources. Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage. Various types of hyper shrinkage may be used for various co-data. Co-data may be continuous or categorical. The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types. The model fit is used to predict for new samples. The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection. See Van Nee et al. (2020) <doi:10.48550/arXiv.2005.04010>.

Version: 3.1.1
Depends: R (≥ 3.5.0)
Imports: glmnet, stats, Matrix, gglasso, mvtnorm, CVXR, multiridge (≥ 1.5), survival, pROC, mgcv, pracma, JOPS, quadprog, checkmate
Suggests: Rsolnp, expm, foreach, doParallel, parallel, ggplot2, ggraph, igraph, ggpubr, scales, dplyr, magrittr, nnls
Published: 2023-02-27
DOI: 10.32614/CRAN.package.ecpc
Author: Mirrelijn M. van Nee [aut, cre], Lodewyk F.A. Wessels [aut], Mark A. van de Wiel [aut]
Maintainer: Mirrelijn M. van Nee <m.vannee at amsterdamumc.nl>
License: GPL (≥ 3)
URL: http://dx.doi.org/10.1002/sim.9162
NeedsCompilation: no
CRAN checks: ecpc results

Documentation:

Reference manual: ecpc.pdf

Downloads:

Package source: ecpc_3.1.1.tar.gz
Windows binaries: r-devel: ecpc_3.1.1.zip, r-release: ecpc_3.1.1.zip, r-oldrel: ecpc_3.1.1.zip
macOS binaries: r-release (arm64): ecpc_3.1.1.tgz, r-oldrel (arm64): ecpc_3.1.1.tgz, r-release (x86_64): ecpc_3.1.1.tgz, r-oldrel (x86_64): ecpc_3.1.1.tgz
Old sources: ecpc archive

Reverse dependencies:

Reverse suggests: squeezy, transreg

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ecpc to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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