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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 cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided. For more information, see Breheny and Huang (2011) <doi:10.1214/10-AOAS388> or visit the ncvreg homepage <https://pbreheny.github.io/ncvreg/>.
Version: | 3.14.2 |
Suggests: | ashr, knitr, parallel, rmarkdown, survival, tinytest |
Published: | 2024-04-20 |
DOI: | 10.32614/CRAN.package.ncvreg |
Author: | Patrick Breheny |
Maintainer: | Patrick Breheny <patrick-breheny at uiowa.edu> |
BugReports: | https://github.com/pbreheny/ncvreg/issues |
License: | GPL-3 |
URL: | https://pbreheny.github.io/ncvreg/, https://github.com/pbreheny/ncvreg |
NeedsCompilation: | yes |
Citation: | ncvreg citation info |
Materials: | README NEWS |
In views: | MachineLearning |
CRAN checks: | ncvreg results |
Reference manual: | ncvreg.pdf |
Vignettes: |
Getting started with ncvreg |
Package source: | ncvreg_3.14.2.tar.gz |
Windows binaries: | r-devel: ncvreg_3.14.2.zip, r-release: ncvreg_3.14.2.zip, r-oldrel: ncvreg_3.14.2.zip |
macOS binaries: | r-release (arm64): ncvreg_3.14.2.tgz, r-oldrel (arm64): ncvreg_3.14.2.tgz, r-release (x86_64): ncvreg_3.14.2.tgz, r-oldrel (x86_64): ncvreg_3.14.2.tgz |
Old sources: | ncvreg archive |
Reverse depends: | biglasso, glmvsd, HIMA, HSDiC, mombf |
Reverse imports: | AteMeVs, FarmSelect, fastTS, glmmPen, HCTR, hdmed, hdnom, L2E, mcb, mrMLM, mrMLM.GUI, msaenet, naivereg, nonprobsvy, PDMIF, polywog, RCTS, simode, SIS, SOIL, sparseR, sparsevar, SPSP, srlTS, stabiliser |
Reverse suggests: | eclust, qeML |
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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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