Simulation of High-Dimensional Data and Parallelized Repeated Penalized Regression

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Documentation for package ‘pensim’ version 1.3.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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pensim-package	Functions and data for simulation of high-dimensional data and parallelized repeated penalized regression
beer.exprs	Lung adenocarcinoma microarray expression data of Beer et al. (2002)
beer.survival	Survival data for Beer et al. (2002) lung adenocarcinoma study
create.data	simulate correlated predictors with time-to-event or binary outcome
opt.nested.crossval	Parallelized calculation of cross-validated risk score predictions from L1/L2/Elastic Net penalized regression.
opt.splitval	Parallelized calculation of split training/test set predictions from L1/L2/Elastic Net penalized regression.
opt1D	Parallelized repeated tuning of Lasso or Ridge penalty parameter
opt2D	Parallelized, two-dimensional tuning of Elastic Net L1/L2 penalties
pensim	Functions and data for simulation of high-dimensional data and parallelized repeated penalized regression
scan.l1l2	Function calculate cross-validated likelihood on a regular grid of L1/L2 penalties