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ncvreg-internal

Internal ncvreg functions


Description

Internal ncvreg functions

Usage

convexMin(b, X, penalty,gamma, l2, family, penalty.factor, a, Delta)
setupLambda(X, y, family, alpha, lambda.min, nlambda, penalty.factor)
loss.ncvreg(y,yhat,family)

Details

These are not intended for use by users. convexMin calculates the lowest index for which the penalized objective function is locally convex. setupLambda creates an appropriate vector of regularization parameter values. loss.ncvreg calculates the value of the loss function for the given predictions (used for cross-validation).

Author(s)

Patrick Breheny <patrick-breheny@uiowa.edu>


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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