gnu: Add r-penalized.

* gnu/packages/cran.scm (r-penalized): New variable.
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Ricardo Wurmus 2019-03-12 22:27:10 +01:00
parent 4d1f19e02c
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@ -11260,3 +11260,31 @@ nested and non-nested models. The package also includes functionality to
obtain confidence intervals associated with AIC and BIC.")
;; Either version of the GPL.
(license (list license:gpl2 license:gpl3))))
(define-public r-penalized
(package
(name "r-penalized")
(version "0.9-51")
(source
(origin
(method url-fetch)
(uri (cran-uri "penalized" version))
(sha256
(base32
"1zcrwa93mc27qj3g4ayc2k895r6g8q0g6qb2azmvj7wqk750va7a"))))
(build-system r-build-system)
(propagated-inputs
`(("r-rcpp" ,r-rcpp)
("r-rcpparmadillo" ,r-rcpparmadillo)
("r-survival" ,r-survival)))
(home-page "https://cran.r-project.org/web/packages/penalized/")
(synopsis "Penalized estimation in GLMs and in the Cox model")
(description
"This package provides tools for fitting possibly high dimensional
penalized regression models. The penalty structure can be any combination of
an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity
constraint on the regression coefficients. The supported regression models
are linear, logistic and Poisson regression and the Cox Proportional Hazards
model. Cross-validation routines allow optimization of the tuning
parameters.")
(license license:gpl2+)))