penalized: L1 (lasso) and L2 (ridge) penalized estimation in GLMs and in the Cox model

A package for fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (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.

Version: 0.9-37
Depends: R (≥ 2.10.0), methods, survival
Imports: survival
Suggests: globaltest
Published: 2011-08-19
Author: Jelle Goeman, Rosa Meijer
Maintainer: Jelle Goeman <j.j.goeman at>
License: GPL (≥ 2)
In views: MachineLearning, Survival
CRAN checks: penalized results


Package source: penalized_0.9-37.tar.gz
MacOS X binary: penalized_0.9-37.tgz
Windows binary:
Reference manual: penalized.pdf
Vignettes: Penalized user guide
Old sources: penalized archive

Reverse dependencies:

Reverse depends: lmmlasso, multiPIM, pensim
Reverse suggests: caret, catdata, lda, peperr