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.
With an activated Bioconda channel (see 2. Set up channels), install with:
conda install r-penalized
and update with:
conda update r-penalized
A Docker container is available at https://quay.io/repository/biocontainers/r-penalized.