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]
All associated links for this package
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 03 Dec. 2024.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

CRANsearcher  
RStudio Addin for Searching Packages in CRAN Database Based on Keywords
One of the strengths of R is its vast package ecosystem. Indeed, R packages extend from visualizatio ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
FSInteract  
Fast Searches for Interactions
Performs fast detection of interactions in large-scale data using the method of random intersection ...
Download / Learn more Package Citations See dependency  
EDOtrans  
Euclidean Distance-Optimized Data Transformation
A data transformation method which takes into account the special property of scale non-invariance w ...
Download / Learn more Package Citations See dependency  
donut  
Nearest Neighbour Search with Variables on a Torus
Finds the k nearest neighbours in a dataset of specified points, adding the option to wrap certain ...
Download / Learn more Package Citations See dependency  
telemac  
R Interface to the TELEMAC Model Suite
An R interface to the TELEMAC suite for modelling of free surface flow. This includes methods for m ...
Download / Learn more Package Citations See dependency  

23,310

R Packages

200,798

Dependencies

63,203

Author Associations

23,278

Publication Badges

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