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