CRAN/E | stepPenal

stepPenal

Stepwise Forward Variable Selection in Penalized Regression

Installation

About

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.

Key Metrics

Version 0.2
R ≥ 3.5.0
Published 2018-08-24 2078 days ago
Needs compilation? no
License GPL-2
CRAN checks stepPenal results

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Maintainer

Maintainer

Eleni Vradi

vradi.eleni@gmail.com

Authors

Eleni Vradi

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

stepPenal archive

Depends

R ≥ 3.5.0

Imports

glmnet
mvtnorm
pROC
dfoptim
caret
stats
base