ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonconvex penalties, in particular the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalty, with options for additional L2 penalties (the "elastic net" idea). Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, inference, and prediction are also provided. For more information, see Breheny and Huang (2011) <doi:10.1214/10-AOAS388> or visit the ncvreg homepage <>.

Version: 3.14.2
Suggests: ashr, knitr, parallel, rmarkdown, survival, tinytest
Published: 2024-04-20
DOI: 10.32614/CRAN.package.ncvreg
Author: Patrick Breheny ORCID iD [aut, cre]
Maintainer: Patrick Breheny <patrick-breheny at>
License: GPL-3
NeedsCompilation: yes
Citation: ncvreg citation info
Materials: README NEWS
In views: MachineLearning
CRAN checks: ncvreg results


Reference manual: ncvreg.pdf
Vignettes: Getting started with ncvreg


Package source: ncvreg_3.14.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ncvreg_3.14.2.tgz, r-oldrel (arm64): ncvreg_3.14.2.tgz, r-release (x86_64): ncvreg_3.14.2.tgz, r-oldrel (x86_64): ncvreg_3.14.2.tgz
Old sources: ncvreg archive

Reverse dependencies:

Reverse depends: biglasso, glmvsd, HIMA, HSDiC, mombf
Reverse imports: AteMeVs, FarmSelect, fastTS, glmmPen, HCTR, hdmed, hdnom, L2E, mcb, mrMLM, mrMLM.GUI, msaenet, naivereg, nonprobsvy, PDMIF, polywog, RCTS, simode, SIS, SOIL, sparseR, sparsevar, SPSP, srlTS, stabiliser
Reverse suggests: eclust, qeML


Please use the canonical form to link to this page.