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author | Ricardo Wurmus <rekado@elephly.net> | 2019-03-12 22:27:10 +0100 |
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committer | Ricardo Wurmus <rekado@elephly.net> | 2019-03-12 22:47:57 +0100 |
commit | be0777ba865550e3bc80d6ef962e230233bae45f (patch) | |
tree | e377ae8ecc4ecf9f8ae49fb3c1654c01ca80dedb /gnu/packages | |
parent | 4d1f19e02c99ca13de95fa57afa8e1e2a0702384 (diff) | |
download | patches-be0777ba865550e3bc80d6ef962e230233bae45f.tar patches-be0777ba865550e3bc80d6ef962e230233bae45f.tar.gz |
gnu: Add r-penalized.
* gnu/packages/cran.scm (r-penalized): New variable.
Diffstat (limited to 'gnu/packages')
-rw-r--r-- | gnu/packages/cran.scm | 28 |
1 files changed, 28 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index d087ffd26e..0c789dd69f 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -11260,3 +11260,31 @@ nested and non-nested models. The package also includes functionality to obtain confidence intervals associated with AIC and BIC.") ;; Either version of the GPL. (license (list license:gpl2 license:gpl3)))) + +(define-public r-penalized + (package + (name "r-penalized") + (version "0.9-51") + (source + (origin + (method url-fetch) + (uri (cran-uri "penalized" version)) + (sha256 + (base32 + "1zcrwa93mc27qj3g4ayc2k895r6g8q0g6qb2azmvj7wqk750va7a")))) + (build-system r-build-system) + (propagated-inputs + `(("r-rcpp" ,r-rcpp) + ("r-rcpparmadillo" ,r-rcpparmadillo) + ("r-survival" ,r-survival))) + (home-page "https://cran.r-project.org/web/packages/penalized/") + (synopsis "Penalized estimation in GLMs and in the Cox model") + (description + "This package provides tools for 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.") + (license license:gpl2+))) |