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L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model.

Functions in glmpath

Name Description
bootstrap.path Generates a set of bootstrap coefficients for glmpath or coxpath
coxpath Fits the entire L1 regularization path for Cox proportional hazards model
plot.bootpath Generates the histograms or the pairwise scatter plots of the bootstrap coefficients computed from bootstrap.path
plot.coxpath Plots the regularization path computed from coxpath
glmpath-internal Internal glmpath functions
glmpath Fits the entire L1 regularization path for generalized linear models
heart.data Dataset for glmpath
lung.data Dataset for coxpath
cv.coxpath Computes cross-validated (minus) log-partial-likelihoods for coxpath
cv.glmpath Computes cross-validated (minus) log-likelihoods or prediction errors for glmpath
summary.glmpath Produces an anova-type summary for a glmpath object
predict.glmpath Makes predictions at particular points along the fitted glmpath
summary.coxpath Produces an anova-type summary for a coxpath object
plot.glmpath Plots the regularization path computed from glmpath
predict.coxpath Makes predictions at particular points along the fitted coxpath
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Details

Date 2018-01-27
License GPL (>= 2)
Packaged 2018-01-28 00:56:02 UTC; meeyoung
Repository CRAN
Date/Publication 2018-01-28 16:09:29 UTC
NeedsCompilation yes

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