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 = '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:3 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 18 2025 |
| R-4.5-linux | OK | Mar 18 2025 |
| R-4.4-linux | OK | Mar 18 2025 |
Exports:augmentbetasoutcreateXblockscreateXXblocksCVfoldsCVscoredoubleCVfastCV2IWLSCoxridgeIWLSridgemgcv_lambdamlikCVoptLambdasoptLambdas_mgcvoptLambdas_mgcvWrapoptLambdasWrappredictIWLSScoringsetupParallelSigmaFromBlocks
Dependencies:latticeMatrixmgcvnlmeplyrpROCRcppsnowsnowfallsurvival
Citation
To cite package ‘multiridge’ in publications use:
van de Wiel MA (2022). multiridge: Fast Cross-Validation for Multi-Penalty Ridge Regression. R package version 1.11, https://CRAN.R-project.org/package=multiridge.
ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.
Corresponding BibTeX entry:
@Manual{,
title = {multiridge: Fast Cross-Validation for Multi-Penalty Ridge
Regression},
author = {Mark A. {van de Wiel}},
year = {2022},
note = {R package version 1.11},
url = {https://CRAN.R-project.org/package=multiridge},
}
Readme and manuals
multiridge
R package for multi-penalty ridge regression
library(devtools); install_github("markvdwiel/multiridge")
Demo script and data available from: https://drive.google.com/open?id=1NUfeOtN8-KZ8A2HZzveG506nBwgW64e4