penalized v0.9-50
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L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
Fitting possibly high dimensional penalized
regression models. The penalty structure can be any combination
of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a
positivity constraint on the regression coefficients. The
supported regression models are linear, logistic and Poisson
regression and the Cox Proportional Hazards model.
Cross-validation routines allow optimization of the tuning
parameters.
Functions in penalized
| Name | Description | |
| breslow object | Breslow estimator object | |
| penfit object | Penalized regression object | |
| Penalized generalized linear models | Penalized regression | |
| Prediction from penalized models | Prediction based on penfit objects | |
| Penalized regression contrasts | Contrast functions for penalized regression | |
| Netherlands Cancer Institute 70 gene signature | The 70 gene signature of the Netherlands Cancer Institute for prediction of metastasis-free survival, measured on 144 independent lymph node positive patients. | |
| Plotting the LASSO path | Plotting the LASSO path | |
| No Results! | ||
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Details
| Date | 2017-02-01 |
| LinkingTo | Rcpp, RcppArmadillo |
| License | GPL (>= 2) |
| NeedsCompilation | yes |
| Collate | onattach.R penfit.R breslow.R penalized.R core.R checkinput.R cvl.R contrasts.R Brent.R plotpath.R cox.R logit.R linear.R poisson.R |
| LazyLoad | yes |
| Repository | CRAN |
| Date/Publication | 2017-02-01 16:12:10 |
| Packaged | 2017-02-01 11:15:33 UTC; jjgoeman |
| suggests | globaltest |
| depends | methods , R (>= 2.10.0) , survival |
| imports | Rcpp |
| linkingto | RcppArmadillo |
| Contributors | Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder |
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