# penalized v0.9-51

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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 Penalized regression contrasts Contrast functions for penalized regression Penalized generalized linear models Penalized regression penfit object Penalized regression object Cross-validation in penalized generalized linear models Cross-validated 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 Prediction from penalized models Prediction based on penfit objects No Results!