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ncvreg

R package ncvreg: Regularization paths for SCAD- and MCP-penalized regression models. Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty (”Mnet”).

Keywords for this software

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  • R package
  • R
  • Journal of Statistical Software
  • Bayesian horseshoe
  • penalized likelihood estimation
  • ANOVA
  • generalized additive models
  • continuous shrinkage prior densities
  • local polynomial regression
  • Bayesian lasso
  • sparsity
  • sparseness-inducing penalty
  • Bayesian inference
  • best prediction
  • high dimensional one-way ANOVA
  • maximum likelihood estimation
  • Markov chain Monte Carlo
  • Bayesian penalized regression
  • wide data regression
  • mean field variational Bayes
  • sure independence screening
  • Cox model
  • variable selection
  • generalized linear models
  • arXiv_publication
  • arXiv_stat.CO
  • false discovery rate
  • Gibbs sampling
  • CRAN

  • URL: cran.r-project.org/web...
  • Code
  • InternetArchive
  • Manual: cran.r-project.org/web...
  • Authors: Patrick Breheny
  • Dependencies: R

  • Add information on this software.


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  • APPLE
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References in zbMATH (referenced in 5 articles )

Showing results 1 to 5 of 5.
y Sorted by year (citations)

  1. Ge, Jason; Li, Xingguo; Jiang, Haoming; Liu, Han; Zhang, Tong; Wang, Mengdi; Zhao, Tuo: \textttpicasso: a sparse learning library for high dimensional data analysis in \textttRand \textttPython (2019)
  2. Diego Saldana; Yang Feng: SIS: An R Package for Sure Independence Screening in Ultrahigh-Dimensional Statistical Models (2018) not zbMATH
  3. Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017) not zbMATH
  4. Daniel F. Schmidt, Enes Makalic: High-Dimensional Bayesian Regularised Regression with the BayesReg Package (2016) arXiv
  5. Wand, M. P.; Ormerod, J. T.: Penalized wavelets: embedding wavelets into semiparametric regression (2011)

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      • 42 Fourier analysis
      • 62 Statistics
      • 68 Computer science

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