pensim: Simulation of high-dimensional data and parallelized repeated penalized regression

Simulation of continuous, correlated high-dimensional data with time to event or binary response, and parallelized functions for Lasso, Ridge, and Elastic Net penalized regression with repeated starts and two-dimensional tuning of the Elastic Net.

Version: 1.2.4
Depends: R (≥ 2.10.0), MASS, snow, rlecuyer, penalized, survival
Suggests: survivalROC
Published: 2012-02-23
Author: L. Waldron, M. Pintilie, M.-S. Tsao, F. A. Shepherd, C. Huttenhower*, I. Jurisica* (*equal contribution)
Maintainer: Levi Waldron <lwaldron.research at gmail.com>
License: GPL (> 2.0)
Citation: pensim citation info
CRAN checks: pensim results

Downloads:

Package source: pensim_1.2.4.tar.gz
MacOS X binary: pensim_1.2.4.tgz
Windows binary: pensim_1.2.4.zip
Reference manual: pensim.pdf
Vignettes: pensim package user guide
News/ChangeLog:ChangeLog
Old sources: pensim archive