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: | 0.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | glmnet, mvtnorm, pROC, dfoptim, caret, stats, base |
| Published: | 2018-08-24 |
| Author: | Eleni Vradi |
| Maintainer: | Eleni Vradi <vradi.eleni at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | stepPenal results |
| Reference manual: | stepPenal.pdf |
| Package source: | stepPenal_0.2.tar.gz |
| Windows binaries: | r-devel: stepPenal_0.2.zip, r-release: stepPenal_0.2.zip, r-oldrel: stepPenal_0.2.zip |
| macOS binaries: | r-release (arm64): stepPenal_0.2.tgz, r-oldrel (arm64): stepPenal_0.2.tgz, r-release (x86_64): stepPenal_0.2.tgz, r-oldrel (x86_64): stepPenal_0.2.tgz |
| Old sources: | stepPenal archive |
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