The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

ncpen: Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models

An efficient unified nonconvex penalized estimation algorithm for Gaussian (linear), binomial Logit (logistic), Poisson, multinomial Logit, and Cox proportional hazard regression models. The unified algorithm is implemented based on the convex concave procedure and the algorithm can be applied to most of the existing nonconvex penalties. The algorithm also supports convex penalty: least absolute shrinkage and selection operator (LASSO). Supported nonconvex penalties include smoothly clipped absolute deviation (SCAD), minimax concave penalty (MCP), truncated LASSO penalty (TLP), clipped LASSO (CLASSO), sparse ridge (SRIDGE), modified bridge (MBRIDGE) and modified log (MLOG). For high-dimensional data (data set with many variables), the algorithm selects relevant variables producing a parsimonious regression model. Kim, D., Lee, S. and Kwon, S. (2018) <doi:10.48550/arXiv.1811.05061>, Lee, S., Kwon, S. and Kim, Y. (2016) <doi:10.1016/j.csda.2015.08.019>, Kwon, S., Lee, S. and Kim, Y. (2015) <doi:10.1016/j.csda.2015.07.001>. (This research is funded by Julian Virtue Professorship from Center for Applied Research at Pepperdine Graziadio Business School and the National Research Foundation of Korea.)

Version: 1.0.0
Depends: R (≥ 3.4)
Imports: Rcpp (≥ 0.11.2)
LinkingTo: Rcpp, RcppArmadillo
Published: 2018-11-17
DOI: 10.32614/CRAN.package.ncpen
Author: Dongshin Kim [aut, cre, cph], Sunghoon Kwon [aut, cph], Sangin Lee [aut, cph]
Maintainer: Dongshin Kim <dongshin.kim at live.com>
BugReports: https://github.com/zeemkr/ncpen/issues
License: GPL (≥ 3)
URL: https://github.com/zeemkr/ncpen
NeedsCompilation: yes
Language: en-US
Materials: README NEWS
CRAN checks: ncpen results

Documentation:

Reference manual: ncpen.pdf

Downloads:

Package source: ncpen_1.0.0.tar.gz
Windows binaries: r-devel: ncpen_1.0.0.zip, r-release: ncpen_1.0.0.zip, r-oldrel: ncpen_1.0.0.zip
macOS binaries: r-release (arm64): ncpen_1.0.0.tgz, r-oldrel (arm64): ncpen_1.0.0.tgz, r-release (x86_64): ncpen_1.0.0.tgz, r-oldrel (x86_64): ncpen_1.0.0.tgz
Old sources: ncpen archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ncpen to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.