Simulation of high-dimensional data and parallelized repeated penalized regression

Simulation of continuous, correlated high-dimensional data with time to event or binary response, and parallelized functions for Lasso, Ridge, and Elastic Net penalized regression with repeated starts and two-dimensional tuning of the Elastic Net.


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install.packages("pensim")

1.2.9 by Levi Waldron, 5 years ago


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


Authors: L. Waldron , M. Pintilie , M.-S. Tsao , F. A. Shepherd , C. Huttenhower* , I. Jurisica* (*equal contribution)


Documentation:   PDF Manual  


GPL (>= 2) license


Imports parallel, penalized, MASS

Suggests survivalROC, survival


See at CRAN