ncpen
Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models
v1.0.0
·
Nov 17, 2018
·
GPL (>= 3)
Description
An efficient unified nonconvex penalized estimation algorithm for Gaussian (linear), binomial Logit (logistic), Poisson, multinomial Logit, and Cox proportional hazard regression models. The unified algorithm is implemented based on the convex concave procedure and the algorithm can be applied to most of the existing nonconvex penalties. The algorithm also supports convex penalty: least absolute shrinkage and selection operator (LASSO). Supported nonconvex penalties include smoothly clipped absolute deviation (SCAD), minimax concave penalty (MCP), truncated LASSO penalty (TLP), clipped LASSO (CLASSO), sparse ridge (SRIDGE), modified bridge (MBRIDGE) and modified log (MLOG). For high-dimensional data (data set with many variables), the algorithm selects relevant variables producing a parsimonious regression model. Kim, D., Lee, S. and Kwon, S. (2018) <arXiv:1811.05061>, Lee, S., Kwon, S. and Kim, Y. (2016) <doi:10.1016/j.csda.2015.08.019>, Kwon, S., Lee, S. and Kim, Y. (2015) <doi:10.1016/j.csda.2015.07.001>. (This research is funded by Julian Virtue Professorship from Center for Applied Research at Pepperdine Graziadio Business School and the National Research Foundation of Korea.)
Downloads
193
Last 30 days
17310th
193
Last 90 days
193
Last year
CRAN Check Status
14
NOTE
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (35 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Dongshin Kim <dongshin.kim@live.com>’ The Description field contains Kim, D., Lee, S. and Kwon, S. (2018) <arXiv:1811.05061>, Lee, S., Kwon, Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-linux-x86_64-debian-clang
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Dongshin Kim <dongshin.kim@live.com>’ The Description field contains Kim, D., Lee, S. and Kwon, S. (2018) <arXiv:1811.05061>, Lee, S., Kwon, Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-macos-arm64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-devel-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 7.1Mb
sub-directories of 1Mb or more:
libs 6.9Mb
NOTE
r-oldrel-macos-arm64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 7.2Mb
sub-directories of 1Mb or more:
libs 7.0Mb
NOTE
r-oldrel-macos-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-oldrel-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-patched-linux-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-release-linux-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-release-macos-arm64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-release-macos-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) ncpen.Rd:108: Lost braces; missing escapes or markup?
108 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
checkRd: (-1) ncpen.reg.Rd:109: Lost braces; missing escapes or markup?
109 | \item{gamma}{extra shrinkage parameter for \code{classo} and {sridge} only.}
| ^
NOTE
r-release-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Dongshin Kim <dongshin.kim@live.com>’ The Description field contains Kim, D., Lee, S. and Kwon, S. (2018) <arXiv:1811.05061>, Lee, S., Kwon, Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Dongshin Kim <dongshin.kim@live.com>’ The Description field contains Kim, D., Lee, S. and Kwon, S. (2018) <arXiv:1811.05061>, Lee, S., Kwon, Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-fedora-clang
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-linux-x86_64-fedora-gcc
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-macos-arm64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-devel-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
NOTE
r-patched-linux-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-linux-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-macos-arm64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-macos-x86_64
package subdirectories
Problems with news in ‘NEWS.md’: No news entries found.
NOTE
r-release-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 7.1Mb
sub-directories of 1Mb or more:
libs 6.9Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 7.2Mb
sub-directories of 1Mb or more:
libs 7.0Mb
NOTE
r-oldrel-windows-x86_64
package subdirectories
Problems with news in 'NEWS.md': No news entries found.
Dependency Network
Version History
new
1.0.0
Mar 9, 2026