ecpc: Flexible Co-Data Learning for High-Dimensional Prediction

Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties. The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources. Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage. Various types of hyper shrinkage may be used for various co-data. The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types. The model fit is used to predict for new samples. The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection. See Van Nee et al. (2020) <arXiv:2005.04010>.

Version: 2.0
Depends: R (≥ 3.5.0)
Imports: glmnet, stats, Matrix, gglasso, mvtnorm, CVXR, multiridge (≥ 1.5), survival, pROC
Suggests: Rsolnp, expm, mgcv, foreach, doParallel, parallel, ggplot2, ggraph, igraph, scales, dplyr, magrittr
Published: 2021-05-03
Author: Mirrelijn M. van Nee [aut, cre], Lodewyk F.A. Wessels [aut], Mark A. van de Wiel [aut]
Maintainer: Mirrelijn M. van Nee <m.vannee at amsterdamumc.nl>
License: GPL (≥ 3)
URL: https://arxiv.org/abs/2005.04010
NeedsCompilation: no
CRAN checks: ecpc results

Downloads:

Reference manual: ecpc.pdf
Package source: ecpc_2.0.tar.gz
Windows binaries: r-devel: ecpc_2.0.zip, r-release: ecpc_2.0.zip, r-oldrel: ecpc_2.0.zip
macOS binaries: r-release (arm64): ecpc_2.0.tgz, r-release (x86_64): ecpc_2.0.tgz, r-oldrel: ecpc_2.0.tgz

Reverse dependencies:

Reverse suggests: squeezy

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