penalized (0.950)
L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model.
http://cran.rproject.org/web/packages/penalized
Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Crossvalidation routines allow optimization of the tuning parameters.
Maintainer:
Jelle Goeman
Author(s): Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder
License: GPL (>= 2)
Uses: Rcpp, survival
Reverse depends: DIFtree, lmmlasso, multiPIM, pensim, structree, subtype
Reverse suggests: caret, confSAM, fscaret, Grace, lda, mlr, MWLasso, ordinalNet, peperr, riskRegression
Released 3 months ago.
24 previous versions
 penalized_0.949. Released 3 months ago.
 penalized_0.947. Released 11 months ago.
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 penalized_0.931. Released almost 7 years ago.
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 penalized_0.929. Released about 7 years ago.
 penalized_0.927. Released over 7 years ago.
 penalized_0.926. Released over 7 years ago.
 penalized_0.925. Released almost 8 years ago.
 penalized_0.924. Released almost 8 years ago.
 penalized_0.921. Released about 9 years ago.
 penalized_0.918. Released over 9 years ago.
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