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HDPenReg (version 0.94.9)

High-Dimensional Penalized Regression

Description

Algorithms for lasso and fused-lasso problems: C++ implementation of the 'lars' algorithm for lasso and fusion penalization , and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

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Version

Install

install.packages('HDPenReg')

Monthly Downloads

158

Version

0.94.9

License

GPL (>= 2)

Maintainer

Quentin Grimonprez

Last Published

March 22nd, 2023

Functions in HDPenReg (0.94.9)

predict.LarsPath

Prediction of response
computeCoefficients

Compute coefficients
simul

Simulate copy number data for a case-control study.
HDPenReg-package

Algorithms for lasso and fused-lasso problems.
coeff

get coefficients at a given step.
HDlars

Lars algorithm
coef.LarsPath

Compute coefficients
EMcvfusedlasso

cross validation for EM fused-lasso
HDfusion

Fusion algorithm
HDcvlars

cross validation
EMlasso

EM algorithm for lasso penalty
EMfusedlasso

EM algorithm for fused-lasso penalty
listToMatrix

List to sparse matrix conversion
plot-methods

plot methods for LarsPath object
plot.HDcvlars

plot cross validation mean square error
plotCoefficient

Plot of coefficients
LarsPath-class

Constructor of LarsPath class
EMcvlasso

cross validation for EMlasso