Model Selection Based on Combined Penalties. This package implements a stepwise forward variable selection algorithm based on a penalized likelihood criterion that combines the L0 with L2 or L1 norms.
| Version: | 0.1 |
| Depends: | R (≥ 3.2.3) |
| Imports: | glmnet, mvtnorm, pROC, dfoptim, caret, stats, base |
| Published: | 2016-12-23 |
| Author: | Eleni Vradi |
| Maintainer: | Eleni Vradi <eleni.vradi at bayer.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | stepPenal results |
| Reference manual: | stepPenal.pdf |
| Package source: | stepPenal_0.1.tar.gz |
| Windows binaries: | r-devel: stepPenal_0.1.zip, r-release: stepPenal_0.1.zip, r-oldrel: stepPenal_0.1.zip |
| OS X Mavericks binaries: | r-release: stepPenal_0.1.tgz, r-oldrel: stepPenal_0.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=stepPenal to link to this page.