stepPenal: Stepwise Forward Variable Selection in Penalized Regression

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
DOI: 10.32614/CRAN.package.stepPenal
Author: Eleni Vradi
Maintainer: Eleni Vradi <vradi.eleni at>
License: GPL-2
NeedsCompilation: no
CRAN checks: stepPenal results


Reference manual: stepPenal.pdf


Package source: stepPenal_0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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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