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DESCRIPTION
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Package: penalized
Version: 0.9-42
Date: 2012-11-06
Title: L1 (lasso and fused lasso) and L2 (ridge) penalized estimation
in GLMs and in the Cox model
Author: Jelle Goeman <[email protected]>, Rosa Meijer, Nimisha
Chaturvedi
Maintainer: Jelle Goeman <[email protected]>
Depends: R (>= 2.10.0), methods, survival
Imports: survival
Suggests: globaltest
Description: A package 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.
License: GPL (>= 2)
Collate: onattach.R penfit.R breslow.R penalized.R core.R checkinput.R
cvl.R contrasts.R Brent.R plotpath.R cox.R logit.R linear.R
poisson.R
LazyLoad: yes
URL: http://www.msbi.nl/goeman
Repository: CRAN
Date/Publication: 2012-11-06 11:48:41
Packaged: 2012-11-06 11:19:05 UTC; jjgoeman