ncvreg
Regularization paths for SCAD- and MCP-penalized regression models
Science Score: 59.0%
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Found 4 DOI reference(s) in README -
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Links to: wiley.com -
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2 of 3 committers (66.7%) from academic institutions -
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○Scientific vocabulary similarity
Low similarity (13.6%) to scientific vocabulary
Repository
Regularization paths for SCAD- and MCP-penalized regression models
Basic Info
- Host: GitHub
- Owner: pbreheny
- Language: R
- Default Branch: master
- Homepage: http://pbreheny.github.io/ncvreg
- Size: 12.4 MB
Statistics
- Stars: 43
- Watchers: 6
- Forks: 29
- Open Issues: 15
- Releases: 15
Metadata Files
README.md
Regularization paths for MCP and SCAD penalized regression models
ncvreg is an R package for fitting regularization paths for linear
regression, GLM, and Cox regression models using lasso or nonconvex
penalties, in particular the minimax concave penalty (MCP) and smoothly
clipped absolute deviation (SCAD) penalty, with options for additional
L2 penalties (the "elastic net" idea). Utilities for carrying
out cross-validation as well as post-fitting visualization,
summarization, inference, and prediction are also provided.
- To get started using
ncvreg, see the "getting started" vignette - To learn more, follow the links under "Learn more" at the ncvreg website
- For details on the algorithms used by
ncvreg, see the original article: Breheny P and Huang J (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232–253 - For more about the marginal false discovery rate idea used for post-selection inference, see Breheny P (2019) Marginal false discovery rates for penalized regression models. Biostatistics, 20: 299-314 and Miller R and Breheny P (2023) Feature-specific inference for penalized regression using local false discovery rates. Statistics in Medicine, 42: 1412–1429.
- I also teach a course on high-dimensional data analysis; the lecture notes are publicly available and may be helpful, in particular the lectures on MCP/SCAD and marginal FDR.
Installation
To install the latest release version from CRAN:
r
install.packages("ncvreg")
To install the latest development version from GitHub:
r
remotes::install_github("pbreheny/ncvreg")
Owner
- Name: Patrick Breheny
- Login: pbreheny
- Kind: user
- Location: Iowa City, IA
- Company: University of Iowa
- Website: http://myweb.uiowa.edu/pbreheny
- Repositories: 6
- Profile: https://github.com/pbreheny
GitHub Events
Total
- Create event: 3
- Release event: 1
- Issues event: 6
- Watch event: 3
- Delete event: 4
- Issue comment event: 6
- Push event: 79
- Pull request event: 3
- Fork event: 1
Last Year
- Create event: 3
- Release event: 1
- Issues event: 6
- Watch event: 3
- Delete event: 4
- Issue comment event: 6
- Push event: 79
- Pull request event: 3
- Fork event: 1
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Patrick Breheny | p****y@u****u | 221 |
| Patrick Breheny | p****y@u****u | 13 |
| Kamil Slowikowski | k****i@g****m | 1 |
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 44
- Total pull requests: 9
- Average time to close issues: 6 months
- Average time to close pull requests: 5 months
- Total issue authors: 20
- Total pull request authors: 5
- Average comments per issue: 1.43
- Average comments per pull request: 1.11
- Merged pull requests: 5
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 4
- Pull requests: 4
- Average time to close issues: 13 days
- Average time to close pull requests: about 14 hours
- Issue authors: 3
- Pull request authors: 1
- Average comments per issue: 0.0
- Average comments per pull request: 0.0
- Merged pull requests: 4
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- pbreheny (21)
- tomwenseleers (4)
- EQUIWDH (2)
- SupertallAndy (1)
- LucaIns (1)
- Ali777927 (1)
- svazzole (1)
- Chainchei (1)
- cruyffturn (1)
- ECuris (1)
- jarbet (1)
- tabpeter (1)
- xjtuxs (1)
- nanxstats (1)
- simplegendz (1)
Pull Request Authors
- lharris421 (4)
- grantbrown (2)
- CY-dev (1)
- nanxstats (1)
- slowkow (1)
Top Labels
Issue Labels
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Packages
- Total packages: 2
-
Total downloads:
- cran 4,481 last-month
- Total docker downloads: 43,684
-
Total dependent packages: 34
(may contain duplicates) -
Total dependent repositories: 34
(may contain duplicates) - Total versions: 37
- Total maintainers: 1
cran.r-project.org: ncvreg
Regularization Paths for SCAD and MCP Penalized Regression Models
- Homepage: https://pbreheny.github.io/ncvreg/
- Documentation: http://cran.r-project.org/web/packages/ncvreg/ncvreg.pdf
- License: GPL-3
-
Latest release: 3.15.0
published about 1 year ago
Rankings
Maintainers (1)
conda-forge.org: r-ncvreg
- Homepage: http://pbreheny.github.io/ncvreg, https://github.com/pbreheny/ncvreg
- License: GPL-3.0-only
-
Latest release: 3.13.0
published almost 5 years ago
Rankings
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