squeezy-package {squeezy}

Group-Adaptive Elastic Net Penalised Generalised Linear Models

Description

Fit linear and logistic regression models penalised with group-adaptive elastic net penalties. The group penalties correspond to groups of covariates defined by a co-data group set. The method accommodates inclusion of unpenalised covariates and overlapping groups. See Van Nee et al. (2021) <arXiv:2101.03875>.

Details

See squeezy for example code.

Author(s)

Mirrelijn M. van Nee [aut, cre], Tim van de Brug [aut], Mark A. van de Wiel [aut]

Maintainer: Mirrelijn M. van Nee <[e-mail]>

References

Mirrelijn M. van Nee, Tim van de Brug, Mark A. van de Wiel, "Fast marginal likelihood estimation of penalties for group-adaptive elastic net.", 2021