ncpen
1.0.1Unified Algorithm for Non-Convex Penalized Estimation for Generalized Linear Models
Overview
An efficient unified nonconvex penalized estimation algorithm for Gaussian (linear), binomial Logit (logistic), Poisson, multinomial Logit, and Cox proportional hazard regression models. The unified algorithm is implemented based on the convex concave procedure and the algorithm can be applied to most of the existing nonconvex penalties. The algorithm also supports convex penalty: least absolute shrinkage and selection operator (LASSO). Supported nonconvex penalties include smoothly clipped absolute deviation (SCAD), minimax concave penalty (MCP), truncated LASSO penalty (TLP), clipped LASSO (CLASSO), sparse ridge (SRIDGE), modified bridge (MBRIDGE) and modified log (MLOG). For high-dimensional data (data set with many variables), the algorithm selects relevant variables producing a parsimonious regression model. Kim, D., Lee, S. and Kwon, S. (2021) doi:10.32614/RJ-2021-003, Lee, S., Kwon, S. and Kim, Y. (2016) doi:10.1016/j.csda.2015.08.019, Kwon, S., Lee, S. and Kim, Y. (2015) doi:10.1016/j.csda.2015.07.001. (This research is funded by Julian Virtue Professorship from Center for Applied Research at Pepperdine Graziadio Business School and the National Research Foundation of Korea.)
Install
Health
- OK2026-08-216 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 98%
- Return-value docs
- 89%
- References docs
- 45%
Downloads
Repository
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Checks run against github.com/zeemkr/ncpen on 2026-08-23.
Dependencies
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Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.0.1Latest
- unarchivedReturned to CRAN2026-08-20
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2026-03-21issues were not corrected despite reminders
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.0.02018-11-17 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.2.02018-02-21
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-02-21
- Total releases
- 3 / 8 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.4
- Download size
- 48 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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