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) .


Reference manual

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1.0.0 by Yi Zuo, 6 months ago

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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