# ncvreg v3.12.0

Monthly downloads

## 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.

## Readme

# 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
L_{2} penalties (the "elastic net" idea). Utilities for carrying
out cross-validation as well as post-fitting visualization,
summarization, inference, and prediction are also provided.

- To get started using
`ncvreg`

, see the "getting started" vignette - To learn more, follow the links under "Learn more" at the ncvreg website
- For details on the algorithms used by
`ncvreg`

, see the original article: Breheny P and Huang J (2011). Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection.*Annals of Applied Statistics*, 5: 232–253 - For more about the marginal false discovery rate idea used for
post-selection inference, see Breheny P (2019). Marginal false discovery rates for penalized regression models.
*Biostatistics*,**20**: 299-314

## 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 | |

No Results! |

## Vignettes of ncvreg

Name | ||

web/inference-local.rmd | ||

web/inference-mfdr.rmd | ||

web/models.rmd | ||

web/penalties.rmd | ||

getting-started.rmd | ||

vignette.css | ||

No Results! |

## Last month downloads

## 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 |

#### Include our badge in your README

```
[![Rdoc](http://www.rdocumentation.org/badges/version/ncvreg)](http://www.rdocumentation.org/packages/ncvreg)
```