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").

Version: 3.2-0
Published: 2014-07-12
Author: Patrick Breheny
Maintainer: Patrick Breheny <patrick-breheny at>
License: GPL-2
NeedsCompilation: yes
Citation: ncvreg citation info
Materials: NEWS
In views: MachineLearning
CRAN checks: ncvreg results


Reference manual: ncvreg.pdf
Package source: ncvreg_3.2-0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: ncvreg_3.2-0.tgz, r-oldrel: ncvreg_3.2-0.tgz
OS X Mavericks binaries: r-release: ncvreg_3.2-0.tgz
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: ExactPath, mombf, pass, SIS
Reverse imports: bujar, polywog