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ncvreg
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", "3.16.0") Attach the package and use:
library("ncvreg")
Maintained by
Patrick Breheny
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-11-22
Latest Update: 2025-02-11
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 3.16.0, https://cran.r-project.org/web/packages/ncvreg. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:24), 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), 3.15.0 (2025-02-12 00:10)
Other packages that cited ncvreg R package
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Other R packages that ncvreg depends,
imports, suggests or enhances
Complete documentation for ncvreg
Functions, R codes and Examples using
the ncvreg R package
Some associated functions: AUC . Heart . Lung . Prostate . cv.ncvreg . local_mfdr . logLik.ncvreg . mfdr . ncvfit . ncvreg-package . ncvreg . ncvsurv . perm.ncvreg . permres . plot.cv.ncvreg . plot.mfdr . plot.ncvreg . plot.ncvsurv.func . predict.ncvreg . predict.ncvsurv . residuals.ncvreg . std . summary.cv.ncvreg . summary.ncvreg .
Some associated R codes: auc.R . convexMin.R . cv-ncvreg.R . cv-ncvsurv.R . data.R . lamNames.R . local-mfdr.R . logLik.R . loss.R . mfdr.R . ncvfit.R . ncvreg-package.R . ncvreg.R . ncvsurv.R . perm-ncvreg.R . permres-ncvreg.R . plot-cv-ncvreg.R . plot-mfdr.R . plot-ncvreg.R . plot-ncvsurv-func.R . predict-cv.R . predict-surv.R . predict.R . residuals.R . se-ncvsurv.R . setupLambda.R . setupLambdaCox.R . std.R . summary-cv-ncvreg.R . summary-ncvreg.R . Full ncvreg package functions and examples
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