multiridge
1.11Fast Cross-Validation for Multi-Penalty Ridge Regression
Overview
Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021), arXiv:2005.09301.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-05-1111 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-05-1011 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 95%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 27%
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Code & Tests
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Package metadata
- First published
- 2021-04-06
- Total releases
- 4 / 5 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 19 KB / 1 file
- Download size
- 53 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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