Group-Adaptive Elastic Net Penalised Generalised Linear Models

Fit linear and logistic regression models penalised with group-adaptive elastic net penalties. The group penalties correspond to groups of covariates defined by a co-data group set. The method accommodates inclusion of unpenalised covariates and overlapping groups. See Van Nee et al. (2021) .


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install.packages("squeezy")

1.0 by Mirrelijn M. van Nee, a month ago


https://arxiv.org/abs/2101.03875


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


Authors: Mirrelijn M. van Nee [aut, cre] , Tim van de Brug [aut] , Mark A. van de Wiel [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports glmnet, stats, Matrix, multiridge, mvtnorm

Suggests ggplot2, ecpc


See at CRAN