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| Label | Latest Version |
|---|---|
| main | 0.9_50 |
| cf201901 | 0.9_50 |
| cf202003 | 0.9_50 |
| gcc7 | 0.9_51 |
