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/>.

Last updated 9 days ago

11.88 score 42 stars 39 dependents 458 scripts 4.2k downloads

grpreg - Regularization Paths for Regression Models with Grouped Covariates

Efficient algorithms for fitting the regularization path of linear regression, GLM, and Cox regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge. For more information, see Breheny and Huang (2009) <doi:10.4310/sii.2009.v2.n3.a10>, Huang, Breheny, and Ma (2012) <doi:10.1214/12-sts392>, Breheny and Huang (2015) <doi:10.1007/s11222-013-9424-2>, and Breheny (2015) <doi:10.1111/biom.12300>, or visit the package homepage <https://pbreheny.github.io/grpreg/>.

Last updated 9 days ago

11.38 score 34 stars 34 dependents 192 scripts 6.0k downloads

visreg - Visualization of Regression Models

Provides a convenient interface for constructing plots to visualize the fit of regression models arising from a wide variety of models in R ('lm', 'glm', 'coxph', 'rlm', 'gam', 'locfit', 'lmer', 'randomForest', etc.)

Last updated 9 days ago

10.64 score 61 stars 2.4k scripts 4.9k downloads

biglasso - Extending Lasso Model Fitting to Big Data

Extend lasso and elastic-net model fitting for large data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data with limited RAM <doi:10.32614/RJ-2021-001>.

Last updated 3 days ago

bigdatalassoout-of-coreparallel-computingcppopenmp

9.80 score 113 stars 1 dependents 74 scripts 1.7k downloads

plmmr - Penalized Linear Mixed Models for Correlated Data

Fits penalized linear mixed models that correct for unobserved confounding factors. 'plmmr' infers and corrects for the presence of unobserved confounding effects such as population stratification and environmental heterogeneity. It then fits a linear model via penalized maximum likelihood. Originally designed for the multivariate analysis of single nucleotide polymorphisms (SNPs) measured in a genome-wide association study (GWAS), 'plmmr' eliminates the need for subpopulation-specific analyses and post-analysis p-value adjustments. Functions for the appropriate processing of 'PLINK' files are also supplied. For examples, see the package homepage. <https://pbreheny.github.io/plmmr/>.

Last updated 3 days ago

cppopenmp

6.31 score 4 stars 10 scripts 393 downloads