r-multiridge 1.11
Channel: guix-cran
Licenses: GPL 3+
Synopsis: Fast Cross-Validation for Multi-Penalty Ridge Regression
Description:
Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021), <arXiv:2005.09301>
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Total results: 1