penalized
L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model
Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused 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.
- Version0.9-52
- R version≥ 2.10.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- penalized citation info
- Last release04/23/2022
Documentation
Team
Jelle Goeman
Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends3 packages
- Imports1 package
- Suggests1 package
- Linking To2 packages
- Reverse Depends3 packages
- Reverse Imports12 packages
- Reverse Suggests11 packages