penalized

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

EstablishedOpen SourceLow lock-in

Pricing

See website

Flat rate

Adoption

Stable

License

Open Source

Data freshness

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

Strength Radar

Support for L1 a…Cox model suppor…Fused lasso meth…

Honest assessment

Strengths & Weaknesses

↑ Strengths

Support for L1 and L2 penalized estimation in GLMs

Cox model support with regularization techniques

Fused lasso method for feature selection

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

None

Starts at

See website

Model

Flat rate

Enterprise

None

Performance benchmarks

How Fast Is It?

Ecosystem

Relationships

Alternatives

Next step

Get Started with penalized

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

View Setup Guide →