Package: penalized
Version: 0.9-20
Date: 2007-02-15
Title: L1 (lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model
Author: Jelle Goeman <j.j.goeman@lumc.nl>
Maintainer: Jelle Goeman <j.j.goeman@lumc.nl>
Depends: methods, survival
Imports: survival
Suggests:
Description: 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 and logistic regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.
License: GPL version 2 or newer
Collate: penfit.R breslow.R penalized.R core.R checkinput.R cvl.R contrasts.R Brent.R plotpath.R cox.R logit.R linear.R
LazyLoad: yes
ZipData: yes
URL: http://www.msbi.nl/goeman
Packaged: Sat Feb 16 23:20:27 2008; jjgoeman
