Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.
copied from cf-staging / r-penalized
conda install conda-forge::r-penalizedconda install conda-forge/label/cf201901::r-penalizedconda install conda-forge/label/cf202003::r-penalizedconda install conda-forge/label/gcc7::r-penalized