CRAN/E | multiridge

multiridge

Fast Cross-Validation for Multi-Penalty Ridge Regression

Installation

About

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), .

Key Metrics

Version 1.11
R ≥ 3.5.0
Published 2022-06-13 852 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks multiridge results

Downloads

Yesterday 8 +167%
Last 7 days 25 -52%
Last 30 days 282 +16%
Last 90 days 699 +32%
Last 365 days 2.552 +0%

Maintainer

Maintainer

Mark A. van de Wiel

Authors

Mark A. van de Wiel

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

multiridge archive

Depends

R ≥ 3.5.0
survival
pROC
methods
mgcv
snowfall

Reverse Imports

ecpc
squeezy