multiridge: Fast Cross-Validation for Multi-Penalty Ridge Regression

Multi-penalty linear, logistic and cox ridge regression, including estimation of the penalty parameters by efficient (repeated) cross-validation and marginal likelihood maximization. Multiple high-dimensional data types that require penalization are allowed, as well as unpenalized variables. Paired and preferential data types can be specified. See Van de Wiel et al. (2021), <arXiv:2005.09301>.

Version: 1.11
Depends: R (≥ 3.5.0), survival, pROC, methods, mgcv, snowfall
Published: 2022-06-13
Author: Mark A. van de Wiel
Maintainer: Mark A. van de Wiel <mark.vdwiel at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
CRAN checks: multiridge results


Reference manual: multiridge.pdf


Package source: multiridge_1.11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): multiridge_1.11.tgz, r-oldrel (arm64): multiridge_1.11.tgz, r-release (x86_64): multiridge_1.11.tgz, r-oldrel (x86_64): multiridge_1.11.tgz
Old sources: multiridge archive

Reverse dependencies:

Reverse imports: ecpc, squeezy


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