Other packages > Find by keyword >

ncpen  

Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ncpen", "1.0.0")



Attach the package and use:
library("ncpen")
Maintained by
Dongshin Kim
[Scholar Profile | Author Map]
First Published: 2018-02-21
Latest Update: 2018-11-17
Description:
An efficient unified nonconvex penalized estimation algorithm for Gaussian (linear), binomial Logit (logistic), Poisson, multinomial Logit, and Cox proportional hazard regression models. The unified algorithm is implemented based on the convex concave procedure and the algorithm can be applied to most of the existing nonconvex penalties. The algorithm also supports convex penalty: least absolute shrinkage and selection operator (LASSO). Supported nonconvex penalties include smoothly clipped absolute deviation (SCAD), minimax concave penalty (MCP), truncated LASSO penalty (TLP), clipped LASSO (CLASSO), sparse ridge (SRIDGE), modified bridge (MBRIDGE) and modified log (MLOG). For high-dimensional data (data set with many variables), the algorithm selects relevant variables producing a parsimonious regression model. Kim, D., Lee, S. and Kwon, S. (2018) , Lee, S., Kwon, S. and Kim, Y. (2016) , Kwon, S., Lee, S. and Kim, Y. (2015) . (This research is funded by Julian Virtue Professorship from Center for Applied Research at Pepperdine Graziadio Business School and the National Research Foundation of Korea.)
How to cite:
Dongshin Kim (2018). ncpen: Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models. R package version 1.0.0, https://cran.r-project.org/web/packages/ncpen. Accessed 13 Apr. 2025.
Previous versions and publish date:
0.2.0 (2018-02-21 19:36)
Other packages that cited ncpen R package
View ncpen citation profile
Other R packages that ncpen depends, imports, suggests or enhances
Complete documentation for ncpen
Downloads during the last 30 days
03/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/11Downloads for ncpen02468101214161820TrendBars

Today's Hot Picks in Authors and Packages

COMPoissonReg  
Conway-Maxwell Poisson (COM-Poisson) Regression
Fit Conway-Maxwell Poisson (COM-Poisson or CMP) regression models to count data (Sellers & Shmueli, ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
LDABiplots  
Biplot Graphical Interface for LDA Models
Contains the development of a tool that provides a web-based graphical user interface (GUI) to perf ...
Download / Learn more Package Citations See dependency  
ggprism  
A 'ggplot2' Extension Inspired by 'GraphPad Prism'
Provides various themes, palettes, and other functions that are used to customise ggplots to look l ...
Download / Learn more Package Citations See dependency  
optimParallel  
Parallel Version of the L-BFGS-B Optimization Method
Provides a parallel version of the L-BFGS-B method of optim(). The main function of the package is o ...
Download / Learn more Package Citations See dependency  
MLeval  
Machine Learning Model Evaluation
Straightforward and detailed evaluation of machine learning models. 'MLeval' can produce receiver op ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

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