ncvreg v3.12.0

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Regularization Paths for SCAD and MCP Penalized Regression Models

Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided.

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GitHub version CRAN version downloads Travis build status codecov.io

Regularization paths for MCP and SCAD penalized regression models

ncvreg is an R package for fitting regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided.

Installation

To install the latest release version from CRAN:

install.packages("ncvreg")

To install the latest development version from GitHub:

remotes::install_github("pbreheny/ncvreg")

Functions in ncvreg

Name Description
cv.ncvreg Cross-validation for ncvreg/ncvsurv
mfdr Marginal false discovery rates
Heart Risk factors associated with heart disease
ncvfit Direct interface for nonconvex penalized regression (non-pathwise)
local_mfdr Estimate local mFDR for all features
plot.ncvsurv.func Plot survival curve for ncvsurv model
predict.ncvsurv Model predictions based on a fitted "ncvsurv" object.
Prostate Factors associated with prostate specific antigen
permres Permute residuals for a fitted ncvreg model
ncvreg-internal Internal ncvreg functions
predict.ncvreg Model predictions based on a fitted ncvreg object.
ncvreg Fit an MCP- or SCAD-penalized regression path
ncvreg-package Regularization paths for SCAD- and MCP-penalized regression models
std Standardizes a design matrix
plot.cv.ncvreg Plots the cross-validation curve from a cv.ncvreg object
plot.ncvreg Plot coefficients from a ncvreg object
summary.cv.ncvreg Summarizing cross-validation-based inference
summary.ncvreg Summary method for ncvreg objects
plot.mfdr Plot marginal false discovery rate curves
perm.ncvreg Permutation fitting for ncvreg
ncvsurv Fit an MCP- or SCAD-penalized survival model
AUC.cv.ncvsurv Calculates AUC for cv.ncvsurv objects
fir Marginal false discovery rates
Lung VA lung cancer data set
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Vignettes of ncvreg

Name
web/inference-local.rmd
web/inference-mfdr.rmd
web/models.rmd
web/penalties.rmd
getting-started.rmd
vignette.css
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Details

Date 2020-07-09
VignetteBuilder knitr
BugReports http://github.com/pbreheny/ncvreg/issues
License GPL-3
URL http://pbreheny.github.io/ncvreg, https://github.com/pbreheny/ncvreg
LazyData TRUE
RoxygenNote 7.1.1
Encoding UTF-8
NeedsCompilation yes
Packaged 2020-07-09 19:20:10 UTC; pbreheny
Repository CRAN
Date/Publication 2020-07-09 20:50:06 UTC

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