penalized

MaRDI QIDQ18209swMATHCRANFDO

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

Last update 2 October 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.9-52, PACKAGES.rds, 0.9-0, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-6, 0.9-7, 0.9-8, 0.9-9, 0.9-10, 0.9-11, 0.9-12, 0.9-13, 0.9-14, 0.9-15, 0.9-16, 0.9-17, 0.9-18, 0.9-19, 0.9-20, 0.9-21, 0.9-22, 0.9-23, 0.9-24, 0.9-25, 0.9-26, 0.9-27, 0.9-28, 0.9-29, 0.9-30, 0.9-31, 0.9-32, 0.9-33, 0.9-34, 0.9-35, 0.9-36, 0.9-37, 0.9-38, 0.9-39, 0.9-40, 0.9-41, 0.9-42, 0.9-45, 0.9-46, 0.9-47, 0.9-49, 0.9-50.1, 0.9-50, 0.9-51, 0.9-53

Official website http://cran.r-project.org/web/packages/penalized/

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

Description

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.

Cited in

(88)

• splmm
• Cocktail
• Covariate-adjusted tensor classification in high dimensions
• bigparallelr
• bigstatsr
• HDBRR
• DIFboost
• Ensemble of optimal trees, random forest and random projection ensemble classification
• PACLasso
• mispr
• mvna
• Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
• Tinn-R
• lpridge
• glmmML
• lars
• G1DBN
• rsprng
• Inference for non-probability samples under high-dimensional covariate-adjusted superpopulation model
• PleioGRiP
• peperr
• Epi
• SparseLOGREG
• Improving the efficiency of genomic selection
• PROC CATMOD
• coxnet
• glmpath
• samr
• DIFlasso
• BioMark
• polspline
• ridge
• fmsb
• penalizedSVM
• TANDEM
• High-dimensional Cox models: the choice of penalty as part of the model building process
• \(L_{1}\) penalized estimation in the Cox proportional hazards model
• Modeling discrete time-to-event data
• Nonidentical twins: comparison of frequentist and Bayesian Lasso for Cox models
• Applied survival analysis using R
• RPEnsemble
• DIFtree
• pi-MASS
• MaCH
• MRSP
• uniCox
• globaltest
• ragt2ridges
• ordinalNet
• glmnetcr
• glmpathcr
• Improved nearest neighbor classifiers by weighting and selection of predictors
• T3C
• psbcGroup
• c060
• timeROC
• clogitL1
• multiPIM
• shallot
• structree
• RidgeFusion
• lmridge
• genridge
• ltsbase
• RXshrink
• Fitting survival data with penalized Poisson regression
• ipflasso
• OTE
• propOverlap
• Bayesian networks in R. With applications in systems biology
• Efficient approximate k-fold and leave-one-out cross-validation for ridge regression
• Graphical group ridge
• HDBRR: a statistical package for high-dimensional Bayesian ridge regression without MCMC
• Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
• Bayesian networks. With examples in R
• palasso
• stlh
• Fused Lasso algorithm for \(\mathrm{Cox}^{\prime}\) proportional hazards and binomial logit models with application to copy number profiles
• dynamichazard
• conics
• penalizedclr
• hdnom
• mvdalab
• flassomsm
• GSelection
• pensim
• A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions
• Variable selection in discrete survival models including heterogeneity

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