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: 2.5-0
Published: 2013-03-16
Author: Patrick Breheny
Maintainer: Patrick Breheny <patrick.breheny at uky.edu>
License: GPL-2
URL: http://web.as.uky.edu/statistics/users/pbreheny/publications/Breheny2011.pdf
NeedsCompilation: yes
Citation: ncvreg citation info
In views: MachineLearning
CRAN checks: ncvreg results

Downloads:

Package source: ncvreg_2.5-0.tar.gz
MacOS X binary: ncvreg_2.5-0.tgz
Windows binary: ncvreg_2.5-0.zip
Reference manual: ncvreg.pdf
News/ChangeLog:NEWS
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: ExactPath, mombf, pass, polywog