stepPenal: Stepwise Forward Variable Selection in Penalized Regression

Model Selection Based on Combined Penalties. This package implements a stepwise forward variable selection algorithm based on a penalized likelihood criterion that combines the L0 with L2 or L1 norms.

Version: 0.1
Depends: R (≥ 3.2.3)
Imports: glmnet, mvtnorm, pROC, dfoptim, caret, stats, base
Published: 2016-12-23
Author: Eleni Vradi
Maintainer: Eleni Vradi <eleni.vradi at>
License: GPL-2
NeedsCompilation: no
CRAN checks: stepPenal results


Reference manual: stepPenal.pdf
Package source: stepPenal_0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: stepPenal_0.1.tgz
OS X Mavericks binaries: r-oldrel: stepPenal_0.1.tgz


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