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.

Version: 3.6-0
Suggests: survival, parallel, knitr
Published: 2016-06-13
Author: Patrick Breheny [aut,cre], Sangin Lee [ctb]
Maintainer: Patrick Breheny <patrick-breheny at>
License: GPL-3
NeedsCompilation: yes
Citation: ncvreg citation info
Materials: README NEWS
In views: MachineLearning
CRAN checks: ncvreg results


Reference manual: ncvreg.pdf
Vignettes: Quick start guide
Package source: ncvreg_3.6-0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: ncvreg_3.6-0.tgz, r-oldrel: ncvreg_3.6-0.tgz
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: biglasso, ExactPath, glmvsd, mombf, pass, SIS, SOIL
Reverse imports: hdnom, NHMSAR, polywog, sparsevar