CRAN

ncvreg 3.11-1

Regularization Paths for SCAD and MCP Penalized Regression Models

Released Feb 26, 2019 by Patrick Breheny

This package can be loaded by Renjin but 12 out 13 tests failed. An older version of this package is more compatible with Renjin.

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>ncvreg</artifactId>
    <version>3.11-1-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:ncvreg')

Test Results

This package was last tested against Renjin 0.9.2724 on Feb 28, 2019.

Source

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