Penalized Regression with Second-Generation P-Values

Implementation of penalized regression with second-generation p-values for variable selection. The algorithm can handle linear regression, GLM, and Cox regression. S3 methods print(), summary(), coef(), predict(), and plot() are available for the algorithm. Technical details can be found at Zuo et al. (2021) .


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install.packages("ProSGPV")

1.0.0 by Yi Zuo, 2 months ago


https://github.com/zuoyi93/ProSGPV


Report a bug at https://github.com/zuoyi93/ProSGPV/issues


Browse source code at https://github.com/cran/ProSGPV


Authors: Yi Zuo [aut, cre] , Thomas Stewart [aut] , Jeffrey Blume [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports MASS, survival

Depends on glmnet, brglm2

Suggests rmarkdown, knitr


See at CRAN