R: Simulation of High-Dimensional Data and Parallelized Repeated Penalized Regression

# Simulation of High-Dimensional Data and Parallelized Repeated Penalized Regression

## Documentation for package ‘pensim’ version 1.3.6

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

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