Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Artifacts using Penalized (26)
Sort by:Popular

Interface to a large number of classification and regression techniques, including machine-readable parameter descriptions. There is also an experimental extension for survival analysis, clustering and general, example-specific cost-sensitive ...
Last Release on May 1, 2022
The global test tests groups of covariates (or features) for association with a response variable. This package implements the test with diagnostic plots and multiple testing utilities, along with several functions to facilitate the use of this test ...
Last Release on Apr 28, 2022
Implements latent Dirichlet allocation (LDA) and related models. This includes (but is not limited to) sLDA, corrLDA, and the mixed-membership stochastic blockmodel.
Last Release on Feb 14, 2021
Performs DIFlasso, a method to detect DIF (Differential Item Functioning) in Rasch Models. It can handle settings with many variables and also metric variables.
Last Release on Feb 13, 2021
This package fits (gaussian) linear mixed-effects models for high-dimensional data (n<<p) using a Lasso-type approach for the fixed-effects parameter.
Last Release on May 30, 2024
Designed for prediction error estimation through resampling techniques, possibly accelerated by parallel execution on a compute cluster. Newly developed model fitting routines can be easily incorporated.
Last Release on May 1, 2022
Performs detection of Differential Item Functioning using the method DIFboost as proposed in Schauberger and Tutz (2015): Detection of Differential item functioning in Rasch models by boosting techniques, British Journal of Mathematical and ...
Last Release on May 1, 2022
This R-package contains examples from the book "Regression for Categorical Data", Tutz 2011, Cambridge University Press. The names of the examples refer to the chapter and the data set that is used.
Last Release on Feb 14, 2021
This package allows the use of multiple sources of co-data (e.g. external p-values, gene lists, annotation) to improve prediction of binary, continuous and survival response using (logistic, linear or Cox) group-regularized ridge regression.
Last Release on Apr 30, 2022
Various optimization methods for Lasso inference with matrix warpper
Last Release on Apr 28, 2022