penalized

swMATH6071CRANpenalizedMaRDI QIDQ18209FDOQ18209

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

Jelle Goeman

Last update: 23 April 2022

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

Software version identifier: 0.9-52

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

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

Cited In (85)

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

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