Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models

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Documentation for package ‘ncpen’ version 1.0.0

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ncpen-package ncpen: A package for non-convex penalized estimation for generalized linear models
coef.cv.ncpen coef.cv.ncpen: extracts the optimal coefficients from 'cv.ncpen'.
coef.ncpen coef.ncpen: extract the coefficients from an 'ncpen' object
control.ncpen control.ncpen: do preliminary works for 'ncpen'.
cv.ncpen cv.ncpen: cross validation for 'ncpen'
cv.ncpen.reg cv.ncpen: cross validation for 'ncpen'
excluded Check whether a pair should be excluded from interactions.
fold.cv.ncpen fold.cv.ncpen: extracts fold ids for 'cv.ncpen'.
gic.ncpen gic.ncpen: compute the generalized information criterion (GIC) for the selection of lambda
interact.data Construct Interaction Matrix
make.ncpen.data Create ncpen Data Structure Using a Formula
native_cpp_ncpen_fun_ Native ncpen function.
native_cpp_nr_fun_ N/A.
native_cpp_obj_fun_ Native object function.
native_cpp_obj_grad_fun_ Native object gradient function.
native_cpp_obj_hess_fun_ Native object Hessian function.
native_cpp_pen_fun_ Native Penalty function.
native_cpp_pen_grad_fun_ Native Penalty Gradient function.
native_cpp_p_ncpen_fun_ Native point ncpen function.
native_cpp_qlasso_fun_ Native QLASSO function.
native_cpp_set_dev_mode_ N/A.
ncpen ncpen: nonconvex penalized estimation
ncpen.reg ncpen.reg: nonconvex penalized estimation
plot.cv.ncpen plot.cv.ncpen: plot cross-validation error curve.
plot.ncpen plot.ncpen: plots coefficients from an 'ncpen' object.
power.data Power Data
predict.ncpen predict.ncpen: make predictions from an 'ncpen' object
sam.gen.ncpen sam.gen.ncpen: generate a simulated dataset.
same.base Check whether column names are derivation of a same base.
to.indicators Construct Indicator Matrix
to.ncpen.x.mat Convert a 'data.frame' to a 'ncpen' usable 'matrix'.