ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

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.

Version: 3.11-0
Suggests: survival, parallel, knitr
Published: 2018-09-13
Author: Patrick Breheny <https://orcid.org/000-0002-0650-1119> [aut, cre]
Maintainer: Patrick Breheny <patrick-breheny at uiowa.edu>
BugReports: http://github.com/pbreheny/ncvreg/issues
License: GPL-3
URL: http://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

Downloads:

Reference manual: ncvreg.pdf
Vignettes: Getting started
Package source: ncvreg_3.11-0.tar.gz
Windows binaries: r-devel: ncvreg_3.11-0.zip, r-release: ncvreg_3.11-0.zip, r-oldrel: ncvreg_3.11-0.zip
OS X binaries: r-release: ncvreg_3.11-0.tgz, r-oldrel: ncvreg_3.11-0.tgz
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: biglasso, glmvsd, HIMA, HSDiC, mombf
Reverse imports: FarmSelect, hdnom, IROmiss, ITRSelect, mrMLM, mrMLM.GUI, msaenet, NHMSAR, polywog, SIS, SOIL, sparsevar
Reverse suggests: eclust

Linking:

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