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pensim (version 1.3.6)

Simulation of High-Dimensional Data and Parallelized Repeated Penalized Regression

Description

Simulation of continuous, correlated high-dimensional data with time to event or binary response, and parallelized functions for Lasso, Ridge, and Elastic Net penalized regression with repeated starts and two-dimensional tuning of the Elastic Net.

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Version

Install

install.packages('pensim')

Monthly Downloads

214

Version

1.3.6

License

GPL (>= 2)

Maintainer

Levi Waldron

Last Published

December 9th, 2022

Functions in pensim (1.3.6)

beer.exprs

Lung adenocarcinoma microarray expression data of Beer et al. (2002)
opt.splitval

Parallelized calculation of split training/test set predictions from L1/L2/Elastic Net penalized regression.
scan.l1l2

Function calculate cross-validated likelihood on a regular grid of L1/L2 penalties
opt1D

Parallelized repeated tuning of Lasso or Ridge penalty parameter
pensim-package

Functions and data for simulation of high-dimensional data and parallelized repeated penalized regression
create.data

simulate correlated predictors with time-to-event or binary outcome
opt.nested.crossval

Parallelized calculation of cross-validated risk score predictions from L1/L2/Elastic Net penalized regression.
beer.survival

Survival data for Beer et al. (2002) lung adenocarcinoma study
opt2D

Parallelized, two-dimensional tuning of Elastic Net L1/L2 penalties