Stepwise Forward Variable Selection in Penalized Regression

Model Selection Based on Combined Penalties. This package implements a stepwise forward variable selection algorithm based on a penalized likelihood criterion that combines the L0 with L2 or L1 norms.


Reference manual

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0.2 by Eleni Vradi, 3 years ago

Browse source code at

Authors: Eleni Vradi

Documentation:   PDF Manual  

GPL-2 license

Imports glmnet, mvtnorm, pROC, dfoptim, caret, stats, base

See at CRAN