Other packages > Find by keyword >

multiridge  

Fast Cross-Validation for Multi-Penalty Ridge Regression
View on CRAN: Click here


Download and install multiridge package within the R console
Install from CRAN:
install.packages("multiridge")

Install from Github:
library("remotes")
install_github("cran/multiridge")

Install by package version:
library("remotes")
install_version("multiridge", "1.11")



Attach the package and use:
library("multiridge")
Maintained by
Mark A. van de Wiel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-04-06
Latest Update: 2022-06-13
Description:
Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021), .
How to cite:
Mark A. van de Wiel (2021). multiridge: Fast Cross-Validation for Multi-Penalty Ridge Regression. R package version 1.11, https://cran.r-project.org/web/packages/multiridge. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.5 (2021-04-06 09:50), 1.7 (2021-04-28 11:40), 1.9 (2021-06-15 09:40)
Other packages that cited multiridge R package
View multiridge citation profile
Other R packages that multiridge depends, imports, suggests or enhances
Complete documentation for multiridge
Functions, R codes and Examples using the multiridge R package
Some associated functions: CVfolds . CVscore . IWLSCoxridge . IWLSridge . Scoring . SigmaFromBlocks . augment . betasout . createXXblocks . createXblocks . dataXXmirmeth . doubleCV . fastCV2 . mgcv_lambda . mlikCV . multiridge-package . optLambdas . optLambdasWrap . optLambdas_mgcv . optLambdas_mgcvWrap . predictIWLS . setupParallel . 
Some associated R codes: MultiLambdaCVfun.R .  Full multiridge package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA