R-ncpen (R/R-ncpen) Updated: 2 years, 11 months ago Add to my watchlist

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).

Version: 1.0.0 License: GPL-3+

GitHub

Maintainers	No Maintainer
Categories	science math R
Homepage	https://cran.r-project.org/package=ncpen
Platforms	darwin
Variants	clang13 (Build using the MacPorts clang 13 compiler) clang14 (Build using the MacPorts clang 14 compiler) clang15 (Build using the MacPorts clang 15 compiler) clang16 (Build using the MacPorts clang 16 compiler) clang17 (Build using the MacPorts clang 17 compiler) clang18 (Build using the MacPorts clang 18 compiler) clang19 (Build using the MacPorts clang 19 compiler) clangdevel (Build using the MacPorts clang devel compiler) g95 (Build using the g95 Fortran compiler) gcc10 (Build using the MacPorts gcc 10 compiler) gcc11 (Build using the MacPorts gcc 11 compiler) gcc12 (Build using the MacPorts gcc 12 compiler) gcc13 (Build using the MacPorts gcc 13 compiler) gcc14 (Build using the MacPorts gcc 14 compiler) gccdevel (Build using the MacPorts gcc devel compiler) gfortran (Build using the MacPorts gcc 15 Fortran compiler)

"R-ncpen" depends on

lib (5)

R-CRAN-recommended

R-Rcpp

R-RcppArmadillo

libgcc

libgcc14

run (1)

build (3)

clang-19

gcc14

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R-ncpen (R/R-ncpen) Updated: 2 years, 11 months ago Add to my watchlist 0