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 timetoevent or binary outcome 
opt.nested.crossval()

Parallelized calculation of crossvalidated 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, twodimensional tuning of Elastic Net L1/L2 penalties 
pensimpackage

Functions and data for simulation of highdimensional data and parallelized repeated penalized regression 
scan.l1l2()

Function calculate crossvalidated likelihood on a regular grid of L1/L2 penalties 