All functions

beer.exprs

Lung adenocarcinoma microarray expression data of Beer et al. (2002)

beer.survival

Survival data for Beer et al. (2002) lung adenocarcinoma study

create.data()

simulate correlated predictors with time-to-event or binary outcome

opt.nested.crossval()

Parallelized calculation of cross-validated risk score predictions from L1/L2/Elastic Net penalized regression.

opt.splitval()

Parallelized calculation of split training/test set predictions from L1/L2/Elastic Net penalized regression.

opt1D()

Parallelized repeated tuning of Lasso or Ridge penalty parameter

opt2D()

Parallelized, two-dimensional tuning of Elastic Net L1/L2 penalties

pensim-package

Functions and data for simulation of high-dimensional data and parallelized repeated penalized regression

scan.l1l2()

Function calculate cross-validated likelihood on a regular grid of L1/L2 penalties