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
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Last month downloads


Date 2018-07-12
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 2018-07-12 14:20:07 UTC
Packaged 2018-07-12 12:01:12 UTC; Jelle
X-CRAN-Original-Maintainer Jelle Goeman

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