Package: ncvreg 3.16.0.7

ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided. For more information, see Breheny and Huang (2011) <doi:10.1214/10-AOAS388> or visit the ncvreg homepage <https://pbreheny.github.io/ncvreg/>.

Authors:Patrick Breheny [aut, cre], Ryan Miller [aut], Logan Harris [aut]

ncvreg_3.16.0.7.tar.gz
ncvreg_3.16.0.7.zip(r-4.7)ncvreg_3.16.0.7.zip(r-4.6)ncvreg_3.16.0.7.zip(r-4.5)
ncvreg_3.16.0.7.tgz(r-4.6-x86_64)ncvreg_3.16.0.7.tgz(r-4.6-arm64)ncvreg_3.16.0.7.tgz(r-4.5-x86_64)ncvreg_3.16.0.7.tgz(r-4.5-arm64)
ncvreg_3.16.0.7.tar.gz(r-4.7-arm64)ncvreg_3.16.0.7.tar.gz(r-4.7-x86_64)ncvreg_3.16.0.7.tar.gz(r-4.6-arm64)ncvreg_3.16.0.7.tar.gz(r-4.6-x86_64)
ncvreg_3.16.0.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ncvreg/json (API)

# Install 'ncvreg' in R:

install.packages('ncvreg', repos = c('https://pbreheny.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/pbreheny/ncvreg/issues

Pkgdown/docs site:https://pbreheny.github.io

Datasets:

Heart - Risk factors associated with heart disease
Lung - VA lung cancer data set
prostate - Factors associated with prostate specific antigen
Prostate - Factors associated with prostate specific antigen

On CRAN:

12.20 score 44 stars 45 packages 530 scripts 4.2k downloads 18 mentions 13 exports 0 dependencies

Last updated from:c4cfbe3ae3. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	146
linux-devel-x86_64	OK	148
source / vignettes	OK	150
linux-release-arm64	OK	143
linux-release-x86_64	OK	122
macos-release-arm64	OK	102
macos-release-x86_64	OK	205
macos-oldrel-arm64	OK	117
macos-oldrel-x86_64	OK	156
windows-devel	OK	86
windows-release	OK	82
windows-oldrel	OK	93
wasm-release	OK	103

Exports:assign_fold AUC cv.ncvreg cv.ncvsurv intervals local_mfdr mfdr ncvfit ncvreg ncvsurv perm.ncvreg permres std

Dependencies:

Getting started with ncvreg

Rendered fromncvreg.rmdusingknitr::rmarkdown

Last update: 2025-07-24
Started: 2025-07-24

Help page	Topics
Assign folds for cross-validation	assign_fold
AUC for cv.ncvsurv objects	AUC AUC.cv.ncvsurv
Cross-validation for ncvreg/ncvsurv	cv.ncvreg cv.ncvsurv
Risk factors associated with heart disease	Heart
Projection base test statistics and intervals	intervals
Estimate local mFDR for all features	local_mfdr
Extract Log-Likelihood	logLik.ncvreg logLik.ncvsurv
VA lung cancer data set	Lung
Marginal false discovery rates	mfdr
Direct interface for nonconvex penalized regression (non-pathwise)	ncvfit
Fit an MCP- or SCAD-penalized regression path	ncvreg
Fit an MCP- or SCAD-penalized survival model	ncvsurv
Permutation fitting for ncvreg	perm.ncvreg
Permute residuals for a fitted ncvreg model	permres permres.ncvreg
Plots the cross-validation curve from a cv.ncvreg object	plot.cv.ncvreg
Plot marginal false discovery rate curves	plot.mfdr
Plot coefficients from a ncvreg object	plot.ncvreg
Plot survival curve for ncvsurv model	plot.ncvsurv.func
Model predictions based on a fitted ncvreg object	coef.cv.ncvreg coef.ncvreg predict.cv.ncvreg predict.cv.ncvsurv predict.ncvreg
Model predictions based on a fitted 'ncvsurv' object	predict.ncvsurv
Factors associated with prostate specific antigen	Prostate prostate
Extract residuals from a ncvreg or ncvsurv fit	residuals.ncvreg
Standardizes a design matrix	std
Summarizing cross-validation-based inference	print.summary.cv.ncvreg summary.cv.ncvreg
Summary method for ncvreg objects	print.summary.ncvreg summary.ncvreg

Package: ncvreg 3.16.0.7

ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

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