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ncvreg (version 3.1-0)

Regularization paths for SCAD- and MCP-penalized regression models

Description

Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty ("Mnet").

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Version

Install

install.packages('ncvreg')

Monthly Downloads

2,907

Version

3.1-0

License

GPL-2

Maintainer

Patrick Breheny

Last Published

February 25th, 2014

Functions in ncvreg (3.1-0)

ncvreg-package

Regularization paths for SCAD- and MCP-penalized regression models

prostate

Factors associated with prostate specific antigen

plot.cv.ncvreg

Plots the cross-validation curve from a "cv.ncvreg" object

predict.ncvreg

Model predictions based on a fitted "ncvreg" object.

ncvreg-internal

Internal ncvreg functions

ncvreg

Fit an MCP- or SCAD-penalized regression path

plot.ncvreg

Plot coefficients from a "ncvreg" object

cv.ncvreg

Cross-validation for ncvreg

perm.ncvreg

Permutation fitting for ncvreg

summary.cv.ncvreg

Summarizing inferences based on cross-validation

fir

False inclusion rates for ncvreg (independence approximation)

ncvreg_fit

Internal C function for fitting ncvreg models

heart

Risk factors associated with heart disease

plot.fir

Plot false inclusion rate curves