ncvreg-package {ncvreg} | R Documentation |
Efficient algorithms for fitting regularization paths for a variety of regression models (linear, logistic, Poisson, survival) penalized by MCP or SCAD, with optional additional L2 penalty.
Accepts a design matrix X
and vector of responses y
,
produces the regularization path over a grid of values for the tuning
parameter lambda
. Also provides methods for plotting,
cross-validation-based inference, and for determining locally convex
regions of the coefficients paths.
See the "Getting started" vignette for a brief overview of how the package works.
Visit the ncvreg website for more details.
Patrick Breheny <patrick-breheny@uiowa.edu>
Breheny, P. and Huang, J. (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Ann. Appl. Statist., 5: 232-253.
vignette("getting-started", package="ncvreg")