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ncvreg  

Regularization Paths for SCAD and MCP Penalized Regression Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ncvreg", "3.15.0")



Attach the package and use:
library("ncvreg")
Maintained by
Patrick Breheny
[Scholar Profile | Author Map]
First Published: 2009-11-22
Latest Update: 2023-04-25
Description:
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. For more information, see Breheny and Huang (2011) or visit the ncvreg homepage .
How to cite:
Patrick Breheny (2009). ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models. R package version 3.15.0, https://cran.r-project.org/web/packages/ncvreg. Accessed 10 Apr. 2025.
Previous versions and publish date:
1.0 (2009-11-22 17:27), 2.0 (2010-02-28 11:42), 2.1 (2010-05-12 09:21), 2.2 (2011-04-25 19:47), 2.3-1 (2011-05-11 09:19), 2.3-2 (2011-05-16 21:31), 2.3 (2011-05-06 17:38), 2.4-0 (2012-10-10 16:36), 2.5-0 (2013-03-16 14:41), 2.6-0 (2013-10-03 18:20), 2.7-0 (2013-12-16 23:04), 3.0-0 (2014-02-06 19:22), 3.1-0 (2014-02-25 22:32), 3.2-0 (2014-07-12 07:23), 3.3-0 (2015-03-18 18:01), 3.4-0 (2015-05-04 23:54), 3.5-0 (2015-10-27 16:26), 3.5-1 (2016-02-07 09:29), 3.5-2 (2016-04-09 00:25), 3.6-0 (2016-06-13 18:38), 3.7-0 (2016-12-13 19:54), 3.7-1 (2016-12-23 17:35), 3.8-0 (2017-01-06 23:06), 3.9-0 (2017-03-16 23:53), 3.9-1 (2017-04-27 19:20), 3.10-0 (2018-04-18 00:49), 3.11-0 (2018-09-13 18:40), 3.11-1 (2019-02-26 20:30), 3.11.2 (2020-02-13 16:00), 3.12.0 (2020-07-09 22:50), 3.13.0 (2021-03-30 18:10), 3.14.1 (2023-04-25 11:40), 3.14.2 (2024-04-20 20:02), 3.14.3 (2024-09-02 21:00)
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Complete documentation for ncvreg
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