Model fitting

ncvfit()

Direct interface for nonconvex penalized regression (non-pathwise)

ncvreg()

Fit an MCP- or SCAD-penalized regression path

ncvsurv()

Fit an MCP- or SCAD-penalized survival model

std()

Standardizes a design matrix

Cross-validation

cv.ncvreg() cv.ncvsurv()

Cross-validation for ncvreg/ncvsurv

plot(<cv.ncvreg>)

Plots the cross-validation curve from a cv.ncvreg object

summary(<cv.ncvreg>) print(<summary.cv.ncvreg>)

Summarizing cross-validation-based inference

AUC(<cv.ncvsurv>)

AUC for cv.ncvsurv objects

Plotting and extracting model features

logLik(<ncvreg>) logLik(<ncvsurv>)

Extract Log-Likelihood

predict(<cv.ncvreg>) coef(<cv.ncvreg>) predict(<cv.ncvsurv>) predict(<ncvreg>) coef(<ncvreg>)

Model predictions based on a fitted ncvreg object.

predict(<ncvsurv>)

Model predictions based on a fitted "ncvsurv" object.

plot(<ncvreg>)

Plot coefficients from a ncvreg object

plot(<ncvsurv.func>)

Plot survival curve for ncvsurv model

residuals(<ncvreg>)

Extract residuals from a ncvreg or ncvsurv fit

Inference

local_mfdr()

Estimate local mFDR for all features

mfdr()

Marginal false discovery rates

plot(<mfdr>)

Plot marginal false discovery rate curves

perm.ncvreg()

Permutation fitting for ncvreg

permres()

Permute residuals for a fitted ncvreg model

summary(<ncvreg>) print(<summary.ncvreg>)

Summary method for ncvreg objects

Data sets

Heart

Risk factors associated with heart disease

Lung

VA lung cancer data set

Prostate

Factors associated with prostate specific antigen