Package: ncvreg 3.14.3.1

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]

ncvreg_3.14.3.1.tar.gz
ncvreg_3.14.3.1.zip(r-4.5)ncvreg_3.14.3.1.zip(r-4.4)ncvreg_3.14.3.1.zip(r-4.3)
ncvreg_3.14.3.1.tgz(r-4.4-x86_64)ncvreg_3.14.3.1.tgz(r-4.4-arm64)ncvreg_3.14.3.1.tgz(r-4.3-x86_64)ncvreg_3.14.3.1.tgz(r-4.3-arm64)
ncvreg_3.14.3.1.tar.gz(r-4.5-noble)ncvreg_3.14.3.1.tar.gz(r-4.4-noble)
ncvreg_3.14.3.1.tgz(r-4.4-emscripten)ncvreg_3.14.3.1.tgz(r-4.3-emscripten)
ncvreg.pdf |ncvreg.html
ncvreg/json (API)
NEWS

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

Peer review:

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

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:

11.44 score 41 stars 38 packages 430 scripts 3.4k downloads 18 mentions 11 exports 0 dependencies

Last updated 3 months agofrom:41b23a751e. Checks:OK: 1 ERROR: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64ERROROct 25 2024
R-4.5-linux-x86_64ERROROct 25 2024
R-4.4-win-x86_64ERROROct 25 2024
R-4.4-mac-x86_64ERROROct 25 2024
R-4.4-mac-aarch64ERROROct 25 2024
R-4.3-win-x86_64ERROROct 25 2024
R-4.3-mac-x86_64ERROROct 25 2024
R-4.3-mac-aarch64ERROROct 25 2024

Exports:AUCcv.ncvregcv.ncvsurvlocal_mfdrmfdrncvfitncvregncvsurvperm.ncvregpermresstd

Dependencies:

Getting started with ncvreg

Rendered fromgetting-started.rmdusingknitr::rmarkdownon Oct 25 2024.

Last update: 2022-06-30
Started: 2018-08-30