Penalised regression for dichotomised outcomes

Implements lasso and ridge regression for dichotomised outcomes (i.e., numerical outcomes that were transformed to binary outcomes).

Installation

Install the current release from CRAN:

install.packages("cornet")

or the latest development version from GitHub:

#install.packages("remotes")
remotes::install_github("rauschenberger/cornet")

Reference

Armin Rauschenberger and Enrico Glaab (2024). “Predicting dichotomised outcomes from high-dimensional data in biomedicine”. Journal of Applied Statistics 51(9):1756-1771. doi: 10.1080/02664763.2023.2233057.

Disclaimer

The R package cornet implements elastic net regression for dichotomised outcomes (Rauschenberger & Glaab, 2024).

Copyright © 2018 Armin Rauschenberger, University of Luxembourg, Luxembourg Centre for Systems Biomedicine (LCSB), Biomedical Data Science (BDS)

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.