Package: multiridge 1.11
Mark A. van de Wiel
multiridge: Fast Cross-Validation for Multi-Penalty Ridge Regression
Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021), <arxiv:2005.09301>.
Authors:
multiridge_1.11.tar.gz
multiridge_1.11.tar.gz(r-4.5-noble)multiridge_1.11.tar.gz(r-4.4-noble)
multiridge_1.11.tgz(r-4.4-emscripten)multiridge_1.11.tgz(r-4.3-emscripten)
multiridge.pdf |multiridge.html✨
multiridge/json (API)
| # Install 'multiridge' in R: |
| install.packages('multiridge', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- dataXXmirmeth - Contains R-object 'dataXXmirmeth'
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:95dbb68884. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 18 2024 |
| R-4.5-linux | OK | Dec 18 2024 |
Exports:augmentbetasoutcreateXblockscreateXXblocksCVfoldsCVscoredoubleCVfastCV2IWLSCoxridgeIWLSridgemgcv_lambdamlikCVoptLambdasoptLambdas_mgcvoptLambdas_mgcvWrapoptLambdasWrappredictIWLSScoringsetupParallelSigmaFromBlocks
Dependencies:latticeMatrixmgcvnlmeplyrpROCRcppsnowsnowfallsurvival
