Project details for r-cran-penalized

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Version:
0.9-36
Submitter:
r-cran-robot
Author(s):
Jelle Goeman
Posted:
14 August 2011
Last Updated:
19 July 2011
Open Source License:
gpl version 2 or later
Programming Language(s):
R

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Logo r-cran-penalized 0.9-36

by r-cran-robot - July 19, 2011, 00:00:00 CET [ Project Homepage BibTeX Download ]

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Description:

L1 (lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model: A package for fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Changes to previous version:

Fetched by r-cran-robot on 2011-08-14 08:16:06.618301

BibTeX Entry: Download
Supported Operating Systems: Agnostic
Tags: R-Cran
Archive: download here

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