programming and pruning, with no distributional

Packaged: 2019-11-10 23:01:53 UTC; wenyuzhang

multiple change-points from Matteson D. et al (2013)
Packaged: 2020-10-25 09:31:55 UTC; wenyuzhang

Title: Flexible Co-Data Learning for High-Dimensional Prediction
Authors@R: c(person(c("Mirrelijn","M."), "van Nee", role = c("aut", "cre"),
person(c("Lodewyk","F.A."), "Wessels", role = "aut"),
person(c("Mark","A."), "van de Wiel", role = "aut"))
Author: Mirrelijn M. van Nee [aut, cre],
Maintainer: Mirrelijn M. van Nee <m.vannee@amsterdamumc.nl>
Imports: glmnet, stats, Matrix, gglasso, mvtnorm, CVXR, multiridge (>=
Suggests: Rsolnp, expm, mgcv, foreach, doParallel, parallel, ggplot2,
Description: Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties.
The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources.
Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage.
Various types of hyper shrinkage may be used for various co-data.
The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types.
The model fit is used to predict for new samples.
The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection.

Package: ecpc
Type: Package
Title: Flexible Co-Data Learning for High-Dimensional Prediction
Version: 3.0
Date: 2022-03-22
Authors@R: c(person(c("Mirrelijn","M."), "van Nee", role = c("aut", "cre"),
email = "m.vannee@amsterdamumc.nl"),
person(c("Lodewyk","F.A."), "Wessels", role = "aut"),
person(c("Mark","A."), "van de Wiel", role = "aut"))
Author: Mirrelijn M. van Nee [aut, cre],
Lodewyk F.A. Wessels [aut],
Mark A. van de Wiel [aut]
Maintainer: Mirrelijn M. van Nee <m.vannee@amsterdamumc.nl>
Depends: R (>= 3.5.0)
Imports: glmnet, stats, Matrix, gglasso, mvtnorm, CVXR, multiridge (>=
1.5), survival, pROC, mgcv, pracma, JOPS, quadprog
Suggests: Rsolnp, expm, foreach, doParallel, parallel, ggplot2, ggraph,
igraph, scales, dplyr, magrittr, nnls
Description: Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties.
The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources.
Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage.
Various types of hyper shrinkage may be used for various co-data.
Co-data may be continuous or categorical.
The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types.
The model fit is used to predict for new samples.
The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection.
See Van Nee et al. (2020) <arXiv:2005.04010>.
License: GPL (>= 3)
URL: https://arxiv.org/abs/2005.04010
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2022-03-22 15:38:06 UTC; VNOB-0728
Repository: CRAN
Date/Publication: 2022-03-23 01:00:05 UTC