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glmpath (version 0.98)

L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

Description

A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model.

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Version

Install

install.packages('glmpath')

Monthly Downloads

407

Version

0.98

License

GPL (>= 2)

Maintainer

Mee Young Park

Last Published

January 28th, 2018

Functions in glmpath (0.98)

bootstrap.path

Generates a set of bootstrap coefficients for glmpath or coxpath
coxpath

Fits the entire L1 regularization path for Cox proportional hazards model
plot.bootpath

Generates the histograms or the pairwise scatter plots of the bootstrap coefficients computed from bootstrap.path
plot.coxpath

Plots the regularization path computed from coxpath
glmpath-internal

Internal glmpath functions
glmpath

Fits the entire L1 regularization path for generalized linear models
heart.data

Dataset for glmpath
lung.data

Dataset for coxpath
cv.coxpath

Computes cross-validated (minus) log-partial-likelihoods for coxpath
cv.glmpath

Computes cross-validated (minus) log-likelihoods or prediction errors for glmpath
summary.glmpath

Produces an anova-type summary for a glmpath object
predict.glmpath

Makes predictions at particular points along the fitted glmpath
summary.coxpath

Produces an anova-type summary for a coxpath object
plot.glmpath

Plots the regularization path computed from glmpath
predict.coxpath

Makes predictions at particular points along the fitted coxpath