Package: ncvreg 3.15.0

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_3.15.0.tar.gz
ncvreg_3.15.0.zip(r-4.5)ncvreg_3.15.0.zip(r-4.4)ncvreg_3.15.0.zip(r-4.3)
ncvreg_3.15.0.tgz(r-4.5-x86_64)ncvreg_3.15.0.tgz(r-4.5-arm64)ncvreg_3.15.0.tgz(r-4.4-x86_64)ncvreg_3.15.0.tgz(r-4.4-arm64)ncvreg_3.15.0.tgz(r-4.3-x86_64)ncvreg_3.15.0.tgz(r-4.3-arm64)
ncvreg_3.15.0.tar.gz(r-4.5-noble)ncvreg_3.15.0.tar.gz(r-4.4-noble)
ncvreg_3.15.0.tgz(r-4.4-emscripten)ncvreg_3.15.0.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'))

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

Pkgdown 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:

Conda:

12.03 score 43 stars 38 packages 458 scripts 4.3k downloads 18 mentions 13 exports 0 dependencies

Last updated 12 hours agofrom:4ad0f82efa. Checks:8 OK, 4 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 18 2025
R-4.5-win-x86_64NOTEMar 18 2025
R-4.5-mac-x86_64NOTEMar 18 2025
R-4.5-mac-aarch64NOTEMar 18 2025
R-4.5-linux-x86_64NOTEMar 18 2025
R-4.4-win-x86_64OKMar 18 2025
R-4.4-mac-x86_64OKMar 18 2025
R-4.4-mac-aarch64OKMar 18 2025
R-4.4-linux-x86_64OKMar 18 2025
R-4.3-win-x86_64OKMar 18 2025
R-4.3-mac-x86_64OKMar 18 2025
R-4.3-mac-aarch64OKMar 18 2025

Exports:assign_foldAUCboot_ncvregcv.ncvregcv.ncvsurvlocal_mfdrmfdrncvfitncvregncvsurvperm.ncvregpermresstd

Dependencies:

Getting started with ncvreg

Patrick Breheny

Rendered fromgetting-started.rmdusingknitr::rmarkdownon Mar 18 2025.

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