Package: penalized 0.9-52

Jelle Goeman

penalized: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model

Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Authors:Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder

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penalized/json (API)

# Install 'penalized' in R:
install.packages('penalized', repos = c('https://blaserlab.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • nki70 - The 70 gene signature of the Netherlands Cancer Institute for prediction of metastasis-free survival, measured on 144 independent lymph node positive patients.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

28 exports 3 stars 2.86 score 5 dependencies 15 dependents 2.3k downloads

Last updated 2 years agofrom:054894f8cf

Exports:as.data.frameas.listas.matrixbasehazbasesurvcoefcoefficientscontr.diffcontr.nonecvlfittedfitted.valueslinear.predictorsloglikoptL1optL2penalizedpenaltyplotplotpathpredictprofL1profL2residualsshowsurvivaltimeweights

Dependencies:latticeMatrixRcppRcppArmadillosurvival

Penalized user guide

Rendered frompenalized.Rnwusingutils::Sweaveon Jul 05 2024.

Last update: 2022-04-23
Started: 2012-02-10

Readme and manuals

Help Manual

Help pageTopics
Breslow estimator objectas.data.frame,breslow-method as.list,breslow-method as.matrix,breslow-method breslow breslow-class plot,breslow-method show,breslow-method survival survival,breslow-method time,breslow-method [,breslow,ANY,ANY,ANY-method [,breslow-method [[,breslow-method
Cross-validated penalized regressioncvl optL1 optL2 profL1 profL2
The 70 gene signature of the Netherlands Cancer Institute for prediction of metastasis-free survival, measured on 144 independent lymph node positive patients.nki70
Penalized regressionpenalized
Contrast functions for penalized regressioncontr.diff contr.none
Penalized regression objectas.data.frame,penfit-method basehaz,penfit-method basesurv basesurv,penfit-method coef,penfit-method coefficients,penfit-method fitted,penfit-method fitted.values,penfit-method linear.predictors linear.predictors,penfit-method loglik loglik,penfit-method penalty penalty,penfit-method penfit penfit-class residuals,penfit-method show,penfit-method weights,penfit-method
Plotting the LASSO pathplotpath
Prediction based on penfit objectspredict predict,penfit-method