penalized
L1 and L2 penalized estimation in GLMs and Cox models for R.
- Status
- Not yet determined
- Last checked
- Unverified
- License
- Open source
- Pricing
- Free tier · from $0
What it is
The penalized package provides methods for performing L1 (lasso and fused lasso) and L2 (ridge) penalized estimation in generalized linear models (GLMs) and the Cox model, aiding in statistical modeling with regularization techniques.
penalized stands out for its comprehensive support of penalization techniques in GLMs and Cox models, making it a powerful tool for researchers and statisticians working with R.
When it fits — and when it doesn’t
A good fit for
Researchers needing to apply L1 and L2 penalties in GLMs for feature selection
Teams working on survival analysis who require regularization techniques
Academics studying statistical methods with R
Look elsewhere if
Projects requiring real-time data processing or streaming analytics
Applications that do not involve statistical modeling or machine learning
Known weaknesses
Each one links to the public issue, changelog or docs page it came from, where we have one.
- 01
Limited language support
The penalized package is primarily developed for R, limiting its accessibility to developers who prefer or are more comfortable with other programming languages.
- 02
Poor documentation and examples
Documentation lacks comprehensive tutorials and real-world usage examples, making it difficult for new users to understand how to effectively use the package's features.
- 03
Performance issues with large datasets
The penalized package can experience slow performance when handling very large datasets, which may limit its usability in big data applications.
What it does well
Support for L1 and L2 penalized estimation in GLMs
Cox model support with regularization techniques
Fused lasso method for feature selection
Pricing
- Free tier
- YesOpen source — free to use
- Paid from
- $0
- Model
- Flat rate
- Enterprise plan
- No
Pricing not independently confirmed — check the vendor’s page.
Performance benchmarks
How Fast Is It?
Set up penalized
Setup steps, common gotchas and what to check after 30 days.