Jelle Goeman <j.j.goeman@lumc.nl>, Rosa Meijer
onattach.R penfit.R breslow.R penalized.R core.R checkinput.R
cvl.R contrasts.R Brent.R plotpath.R cox.R logit.R linear.R
poisson.R

objects.R breslow.R user.R core.R contrasts.R Brent.R plotpath.R cox.R logit.R linear.R

L1 (lasso and fused lasso) and L2 (ridge) penalized estimation
in GLMs and in the Cox model
Jelle Goeman <j.j.goeman@lumc.nl>, Rosa Meijer, Nimisha
Chaturvedi
A package for 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.

Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi
A package for 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.

L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation
in GLMs and in the Cox Model
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.

Jelle Goeman, Rosa Meijer, Nimisha Chaturvedi, Matthew Lueder

Penalized classification using Fisher's linear discriminant
Implements the penalized LDA proposal of "Witten and
Tibshirani (2011), Penalized classification using Fisher's
linear discriminant, to appear in Journal of the Royal
Statistical Society, Series B".