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penalized

L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model

v0.9-53 · Oct 2, 2025 · GPL (>= 2)

Description

Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

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2 NOTE
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb

Reverse Dependencies (21)

depends

Dependency Network

Dependencies Reverse dependencies survival Rcpp DIFtree structree DIFboost DIFlasso GSelection c060 flassomsm hdnom mispr mvdalab penalizedclr pensim splmm catdata confSAM +6 more reverse deps penalized

Version History

new 0.9-53 Mar 9, 2026