Penalized Regression with Second-Generation P-Values

Implementation of penalized regression with second-generation p-values for variable selection. The one-stage algorithm is extremely fast and the two-stage algorithm has lower parameter estimation bias when data are highly correlated. S3 methods print(), summary(), coef(), and predict() are available for both algorithms, and S3 method plot() is available for the two-stage algorithm. Technical details of the algorithms can be found at .


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install.packages("ProSGPV")

0.1.0 by Yi Zuo, 4 months ago


https://github.com/zuoyi93/ProSGPV, https://arxiv.org/abs/2012.07941


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

Depends on glmnet


See at CRAN