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.


Reference manual

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1.2.9 by Levi Waldron, 5 years ago

Browse source code at

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