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Package: r-penalized @ 0.9-51

Synopsis

Penalized estimation in GLMs and in the Cox model

Description

This package provides tools for 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.

Home page
https://cran.r-project.org/web/packages/penalized/
Location
gnu/packages/cran.scm (line: 13129, column: 2)
License

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