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Regularization paths for MCP and SCAD penalized regression models

ncvreg is an R package for fitting 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.

post-selection inference, see Breheny P (2019). Marginal false discovery rates for penalized regression models. Biostatistics, 20: 299-314

Installation

To install the latest release version from CRAN:

install.packages("ncvreg")

To install the latest development version from GitHub:

remotes::install_github("pbreheny/ncvreg")

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Install

install.packages('ncvreg')

Monthly Downloads

3,756

Version

3.14.3

License

GPL-3

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Last Published

September 2nd, 2024

Functions in ncvreg (3.14.3)

plot.ncvreg

Plot coefficients from a ncvreg object
predict.ncvsurv

Model predictions based on a fitted ncvsurv object.
permres

Permute residuals for a fitted ncvreg model
mfdr

Marginal false discovery rates
summary.cv.ncvreg

Summarizing cross-validation-based inference
ncvreg

Fit an MCP- or SCAD-penalized regression path
summary.ncvreg

Summary method for ncvreg objects
residuals.ncvreg

Extract residuals from a ncvreg or ncvsurv fit
ncvsurv

Fit an MCP- or SCAD-penalized survival model
std

Standardizes a design matrix
ncvfit

Direct interface for nonconvex penalized regression (non-pathwise)
Lung

VA lung cancer data set
logLik.ncvreg

Extract Log-Likelihood
AUC.cv.ncvsurv

AUC for cv.ncvsurv objects
local_mfdr

Estimate local mFDR for all features
cv.ncvreg

Cross-validation for ncvreg/ncvsurv
ncvreg-package

ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models
Heart

Risk factors associated with heart disease
Prostate

Factors associated with prostate specific antigen
perm.ncvreg

Permutation fitting for ncvreg
plot.ncvsurv.func

Plot survival curve for ncvsurv model
plot.mfdr

Plot marginal false discovery rate curves
plot.cv.ncvreg

Plots the cross-validation curve from a cv.ncvreg object
predict.cv.ncvreg

Model predictions based on a fitted ncvreg object.