ncvreg-package {ncvreg} | R Documentation |
Efficient algorithms for fitting the regularization path for linear or logistic regression models penalized by MCP or SCAD.
Package: | ncvreg |
Type: | Package |
Version: | 1.0 |
Date: | 2009-11-20 |
License: | GPL-2 |
Accepts a design matrix X
and vector of responses y
,
produces the regularization path over a grid of values for the tuning
parameter lambda
. Also provides methods for plotting and for
determining locally convex regions of the coefficients paths.
Patrick Breheny <patrick.breheny@uky.edu>
Breheny, P. and Huang, J. (2009) Coordinate descent algorithms for nonconvex penalized regression methods. Available at http://web.as.uky.edu/statistics/techreports/tr403/tr403.pdf.
data(prostate) X <- as.matrix(prostate[,1:8]) y <- prostate$lpsa fit <- ncvreg(X,y) plot(fit)