ncvreg: Regularization Paths for SCAD and MCP Penalized Regression
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/>.
||biglasso, glmvsd, HIMA, HSDiC, mombf
||FarmSelect, glmmPen, HCTR, hdnom, ITRSelect, mcb, mrMLM, mrMLM.GUI, msaenet, naivereg, NHMSAR, PDMIF, polywog, RCTS, SIS, SOIL, sparsevar, stabiliser
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