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Regularization Paths for Regression Models with Grouped Covariates

grpreg is an R package for fitting the regularization path of linear regression, GLM, and Cox regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge. Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, and prediction are also provided.

Install

  • To install the latest release version from CRAN: install.packages("grpreg")
  • To install the latest development version from GitHub: remotes::install_github("pbreheny/grpreg")

Get started

See the "getting started" vignette

Learn more

Follow the links under "Learn more" at the grpreg website

Details of the algorithms used

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Install

install.packages('grpreg')

Monthly Downloads

4,188

Version

3.3.0

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Patrick Breheny

Last Published

June 10th, 2020

Functions in grpreg (3.3.0)

gBridge

Fit a group bridge regression path
Lung

VA lung cancer data set
logLik.grpreg

logLik method for grpreg
Birthwt

Risk Factors Associated with Low Infant Birth Weight
birthwt.grpreg

Risk Factors Associated with Low Infant Birth Weight
AUC.cv.grpsurv

Calculates AUC for cv.grpsurv objects
grpsurv

Fit an group penalized survival model
grpreg

Fit a group penalized regression path
cv.grpreg

Cross-validation for grpreg/grpsurv
grpreg-package

Regularization paths for regression models with grouped covariates
plot.grpsurv.func

Plot survival curve for grpsurv model
summary.cv.grpreg

Summarizing inferences based on cross-validation
predict.grpreg

Model predictions based on a fitted grpreg object
select.grpreg

Select an value of lambda along a grpreg path
predict.grpsurv

Model predictions based on a fitted "grpsurv" object.
plot.grpreg

Plot coefficients from a "grpreg" object
plot.cv.grpreg

Plots the cross-validation curve from a cv.grpreg object