ncvreg

MaRDI QIDQ20189swMATHCRANFDO

Authors Patrick Breheny, Ryan Miller, Logan Harris

Last update 6 November 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 3.13.0, 3.14.1, PACKAGES.rds, 1.0, 2.0, 2.1, 2.2, 2.3-1, 2.3-2, 2.3, 2.4-0, 2.5-0, 2.6-0, 2.7-0, 3.0-0, 3.1-0, 3.2-0, 3.3-0, 3.4-0, 3.5-0, 3.5-1, 3.5-2, 3.6-0, 3.7-0, 3.7-1, 3.8-0, 3.9-0, 3.9-1, 3.10-0, 3.11-0, 3.11-1, 3.11.2, 3.12.0, 3.14.2, 3.14.3, 3.15.0, 3.16.0

Official website http://cran.r-project.org/web/packages/ncvreg/index.html

Source code repository https://github.com/cran/ncvreg

Description

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/>.

Cites work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

Cited in

(60)

• glmvsd
• SPSP
• PDMIF
• NHMSAR
• mrMLM.GUI
• smcDE
• mcb
• HCTR
• HSDiC
• ITRSelect
• SOIL
• stabiliser
• polywog
• Penalized wavelets: embedding wavelets into semiparametric regression
• lars
• SIS
• Smoothly adaptively centered ridge estimator
• Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States
• APPLE
• robustHD
• parcor
• Penalised robust estimators for sparse and high-dimensional linear models
• mombf
• grpreg
• mrMLM
• oem
• rqPen
• biglasso
• simode
• sparsevar
• MLGL
• BayesReg
• FarmSelect
• HIMA
• Sure independence screening for real medical Poisson data
• Nonlinear Variable Selection via Deep Neural Networks
• naivereg
• perryExamples
• glmmPen
• fastTS
• srlTS
• AteMeVs
• sparseR
• hdnom
• hdmed
• nonprobsvy
• S3VS
• multiModTest
• plmmr
• pye
• pboost
• msaenet
• PartialTL
• TSMCP
• SurvGME
• MVOPR
• SMAHP
• quadVAR
• RCTS
• L2E

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