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ncvreg (version 3.4-0)

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.

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Version

Install

install.packages('ncvreg')

Monthly Downloads

3,524

Version

3.4-0

License

GPL-2

Maintainer

Patrick Breheny

Last Published

May 4th, 2015

Functions in ncvreg (3.4-0)

summary.cv.ncvreg

Summarizing inferences based on cross-validation

ncvreg-package

Regularization paths for SCAD- and MCP-penalized regression models

plot.ncvreg

Plot coefficients from a "ncvreg" object

predict.ncvsurv

Model predictions based on a fitted "ncvsurv" object.

ncvsurv

Fit an MCP- or SCAD-penalized survival model

plot.ncvsurv.func

Plot survival curve for ncvsurv model

permres

Permute residuals for a fitted ncvreg model

perm.ncvreg

Permutation fitting for ncvreg

cv.ncvsurv

Cross-validation for ncvsurv

ncvreg-internal

Internal ncvreg functions

prostate

Factors associated with prostate specific antigen

Lung

VA lung cancer data set

heart

Risk factors associated with heart disease

plot.cv.ncvreg

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

fir

False inclusion rates for ncvreg (independence approximation)

ncvreg

Fit an MCP- or SCAD-penalized regression path

cv.ncvreg

Cross-validation for ncvreg

plot.fir

Plot false inclusion rate curves

predict.ncvreg

Model predictions based on a fitted "ncvreg" object.