penalized

L1 and L2 penalized estimation in GLMs and Cox models for R.

EmergingOpen SourceLow lock-in

Pricing

Free tier

Flat rate

Adoption

Stable

License

Open Source

Data freshness

Unverified

Overview

What is penalized?

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.

Key differentiator

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.

Capability profile

Capability Radar

Ease of StartEcosystemValueMaturityFlexibilityScale Ready

Honest assessment

Strengths & Weaknesses

↑ Strengths

Support for L1 and L2 penalized estimation in GLMsmedium

Cox model support with regularization techniquesmedium

Fused lasso method for feature selectionmedium

↓ Weaknesses

Limited language supporthigh

The penalized package is primarily developed for R, limiting its accessibility to developers who prefer or are more comfortable with other programming languages.

Poor documentation and examplesmedium

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.

Performance issues with large datasetshigh

The penalized package can experience slow performance when handling very large datasets, which may limit its usability in big data applications.

Fit analysis

Who is it for?

✓ Best 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

✕ Not a fit for

Projects requiring real-time data processing or streaming analytics

Applications that do not involve statistical modeling or machine learning

Cost structure

Pricing

Free Tier

Available

Open source — free to use

Starts at

$0

Model

Flat rate

Enterprise

None

Performance benchmarks

How Fast Is It?

Ecosystem

Relationships

Alternatives

Works well with

Next step

Get Started with penalized

Step-by-step setup guide with code examples and common gotchas.

View Setup Guide →