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: 2.3-2
Published: 2011-05-16
Author: Patrick Breheny
Maintainer: Patrick Breheny <patrick.breheny at uky.edu>
License: GPL-2
Citation: ncvreg citation info
In views: MachineLearning
CRAN checks: ncvreg results

Downloads:

Package source: ncvreg_2.3-2.tar.gz
MacOS X binary: ncvreg_2.3-2.tgz
Windows binary: ncvreg_2.3-2.zip
Reference manual: ncvreg.pdf
News/ChangeLog:NEWS
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: bujar, mombf, polywog