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.
| Version: | 0.9-22 |
| Depends: | methods, survival |
| Imports: | survival |
| Date: | 2008-09-29 |
| Author: | Jelle Goeman |
| Maintainer: | Jelle Goeman <j.j.goeman at lumc.nl> |
| License: | GPL version 2 or newer |
| URL: | http://www.msbi.nl/goeman |
| In views: | MachineLearning |
| CRAN checks: | penalized results |
Downloads:
| Package source: | penalized_0.9-22.tar.gz |
| MacOS X binary: | penalized_0.9-22.tgz |
| Windows binary: | penalized_0.9-22.zip |
| Reference manual: | penalized.pdf |
| Vignettes: |
Penalized user guide |
| Old sources: | penalized archive |