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 8 months ago.
24 previous versions
 penalized_0.949. Released 8 months ago.
 penalized_0.947. Released over 1 year ago.
 penalized_0.946. Released over 1 year ago.
 penalized_0.945. Released almost 3 years ago.
 penalized_0.942. Released almost 5 years ago.
 penalized_0.941. Released about 5 years ago.
 penalized_0.940. Released over 5 years ago.
 penalized_0.939. Released over 5 years ago.
 penalized_0.938. Released over 5 years ago.
 penalized_0.937. Released about 6 years ago.
 penalized_0.936. Released about 6 years ago.
 penalized_0.935. Released over 6 years ago.
 penalized_0.934. Released over 6 years ago.
 penalized_0.933. Released over 6 years ago.
 penalized_0.932. Released about 7 years ago.
 penalized_0.931. Released about 7 years ago.
 penalized_0.930. Released over 7 years ago.
 penalized_0.929. Released over 7 years ago.
 penalized_0.927. Released almost 8 years ago.
 penalized_0.926. Released about 8 years ago.
 penalized_0.925. Released about 8 years ago.
 penalized_0.924. Released over 8 years ago.
 penalized_0.921. Released over 9 years ago.
 penalized_0.918. Released almost 10 years ago.
Ratings
Overall: 

Documentation: 

Log in to vote.
Reviews
No one has written a review of penalized yet. Want to be the first? Write one now.
Related packages: ahaz, CoxBoost, gbm, glmnet, glmpath, ipred, mboost, pamr, party, rpart, LTRCtrees, LogicReg, randomForestSRC, ranger, rgp, RSNNS, rminer, bigRR, mlr, maptree … (20 best matches, based on common tags.)
Search for penalized on google, google scholar, rhelp, rdevel.
Visit penalized on R Graphical Manual.