ncvreg (3.10-0)
Regularization Paths for SCAD and MCP Penalized Regression Models.
http://myweb.uiowa.edu/pbreheny/publications/Breheny2011.pdf
http://cran.r-project.org/web/packages/ncvreg
Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty.
Maintainer:
Patrick Breheny
Author(s): Patrick Breheny [aut,cre]
License: GPL-3
Uses: survival, knitr
Reverse depends: biglasso, bujar, ExactPath, glmvsd, HIMA, HSDiC, mombf, pass, polywog, SIS, SOIL
Reverse suggests: eclust, grpreg
Released 10 months ago.