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 2012-04-01 00:00:08.431393

BibTeX Entry: Download

Supported Operating Systems: Agnostic

Tags: R-Cran

Archive: download here

Comments

No one has posted any comments yet. Perhaps you'd like to be the first?

Leave a comment

You must be logged in to post comments.