penalized (0.9-42)
L1 (lasso and fused lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model.
http://www.msbi.nl/goeman
http://cran.r-project.org/web/packages/penalized
A package for 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. Cross-validation routines allow optimization of the tuning parameters.
Maintainer:
Jelle Goeman
Author(s): Jelle Goeman <j.j.goeman@lumc.nl>, Rosa Meijer, Nimisha Chaturvedi
License: GPL (>= 2)
Uses: survival, survival
Reverse depends: lmmlasso, multiPIM, pensim, subtype
Reverse suggests: caret, lda, peperr
Released 6 months ago.
19 previous versions
- penalized_0.9-41. Released 10 months ago.
- penalized_0.9-40. Released 11 months ago.
- penalized_0.9-39. Released about 1 year ago.
- penalized_0.9-38. Released over 1 year ago.
- penalized_0.9-37. Released almost 2 years ago.
- penalized_0.9-36. Released almost 2 years ago.
- penalized_0.9-35. Released about 2 years ago.
- penalized_0.9-34. Released over 2 years ago.
- penalized_0.9-33. Released over 2 years ago.
- penalized_0.9-32. Released over 2 years ago.
- penalized_0.9-31. Released almost 3 years ago.
- penalized_0.9-30. Released about 3 years ago.
- penalized_0.9-29. Released over 3 years ago.
- penalized_0.9-27. Released over 3 years ago.
- penalized_0.9-26. Released almost 4 years ago.
- penalized_0.9-25. Released almost 4 years ago.
- penalized_0.9-24. Released almost 4 years ago.
- penalized_0.9-21. Released about 5 years ago.
- penalized_0.9-18. Released over 5 years ago.
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