ncvreg: Regularization paths for SCAD- and MCP-penalized regression models

Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty ("Mnet").

Version: 3.1-0
Published: 2014-02-25
Author: Patrick Breheny
Maintainer: Patrick Breheny <patrick-breheny at uiowa.edu>
License: GPL-2
URL: http://myweb.uiowa.edu/pbreheny/publications/Breheny2011.pdf
NeedsCompilation: yes
Citation: ncvreg citation info
Materials: NEWS
In views: MachineLearning
CRAN checks: ncvreg results

Downloads:

Reference manual: ncvreg.pdf
Package source: ncvreg_3.1-0.tar.gz
OS X binary: ncvreg_3.1-0.tgz
Windows binary: ncvreg_3.1-0.zip
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: ExactPath, mombf, pass, polywog, SIS