multiridge
Fast Cross-Validation for Multi-Penalty Ridge Regression
Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021),
- Version1.11
- R version≥ 3.5.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release06/13/2022
Documentation
Team
Mark A. van de Wiel
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- Depends6 packages
- Reverse Imports2 packages