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ncvreg

Regularization Paths for SCAD and MCP Penalized Regression Models

Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided. For more information, see Breheny and Huang (2011) <doi:10.1214/10-AOAS388> or visit the ncvreg homepage <https://pbreheny.github.io/ncvreg/>.

Functions (24)

Heart

Risk factors associated with heart disease

Lung

VA lung cancer data set

Prostate

Factors associated with prostate specific antigen

auc

Calculates AUC for cv.ncvsurv objects

cv-ncvreg

Cross-validation for ncvreg/ncvsurv

deprecated

Marginal false discovery rates

local_mfdr

Estimate local mFDR for all features

mfdr

Marginal false discovery rates

ncvfit

Direct interface for nonconvex penalized regression (non-pathwise)

ncvreg

Fit an MCP- or SCAD-penalized regression path

ncvreg-internal

Internal ncvreg functions

ncvreg-package

Regularization paths for SCAD- and MCP-penalized regression models

ncvsurv

Fit an MCP- or SCAD-penalized survival model

perm-ncvreg

Permutation fitting for ncvreg

permres

Permute residuals for a fitted ncvreg model

plot-cv-ncvreg

Plots the cross-validation curve from a cv.ncvreg object

plot-mfdr

Plot marginal false discovery rate curves

plot-ncvreg

Plot coefficients from a ncvreg object

plot-ncvsurv-func

Plot survival curve for ncvsurv model

predict

Model predictions based on a fitted ncvreg object.

predict-ncvsurv

Model predictions based on a fitted "ncvsurv" object.

std

Standardizes a design matrix

summary-cv-ncvreg

Summarizing cross-validation-based inference

summary-ncvreg

Summary method for ncvreg objects

ncvreg

Regularization Paths for SCAD and MCP Penalized Regression Models

v3.13.0
GPL-3
Authors
Patrick Breheny [aut, cre] (<https://orcid.org/0000-0002-0650-1119>)
Initial release
2021-03-29

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