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.


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install.packages("stepPenal")

0.2 by Eleni Vradi, 3 years ago


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


Authors: Eleni Vradi


Documentation:   PDF Manual  


GPL-2 license


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


See at CRAN