Package: ncpen
Type: Package
Title: Unified Algorithm for Non-Convex Penalized Estimation for
        Generalized Linear Models
Version: 1.0.1
Date: 2026-08-10
Authors@R: c(person("Dongshin", "Kim", email = "dongshin.kim@outlook.com",role = c("aut", "cre", "cph")),
             person("Sunghoon", "Kwon", email = "shkwon0522@gmail.com",role = c("aut", "cph")),
             person("Sangin", "Lee", email = "sanginlee44@gmail.com",role = c("aut", "cph")))
Description: An efficient unified nonconvex penalized estimation
        algorithm for Gaussian (linear), binomial Logit (logistic),
        Poisson, multinomial Logit, and Cox proportional hazard
        regression models. The unified algorithm is implemented based
        on the convex concave procedure and the algorithm can be
        applied to most of the existing nonconvex penalties. The
        algorithm also supports convex penalty: least absolute
        shrinkage and selection operator (LASSO). Supported nonconvex
        penalties include smoothly clipped absolute deviation (SCAD),
        minimax concave penalty (MCP), truncated LASSO penalty (TLP),
        clipped LASSO (CLASSO), sparse ridge (SRIDGE), modified bridge
        (MBRIDGE) and modified log (MLOG). For high-dimensional data
        (data set with many variables), the algorithm selects relevant
        variables producing a parsimonious regression model. Kim, D.,
        Lee, S. and Kwon, S. (2021) <doi:10.32614/RJ-2021-003>, Lee,
        S., Kwon, S. and Kim, Y. (2016)
        <doi:10.1016/j.csda.2015.08.019>, Kwon, S., Lee, S. and Kim, Y.
        (2015) <doi:10.1016/j.csda.2015.07.001>. (This research is
        funded by Julian Virtue Professorship from Center for Applied
        Research at Pepperdine Graziadio Business School and the
        National Research Foundation of Korea.)
License: GPL (>= 3)
URL: https://github.com/zeemkr/ncpen
BugReports: https://github.com/zeemkr/ncpen/issues
Imports: Rcpp (>= 0.11.2)
LinkingTo: Rcpp, RcppArmadillo
Depends: R(>= 3.4)
Language: en-US
Config/roxygen2/version: 8.1.0
Encoding: UTF-8
Repository: https://zeemkr.r-universe.dev
Date/Publication: 2026-08-19 20:28:52 UTC
RemoteUrl: https://github.com/zeemkr/ncpen
RemoteRef: HEAD
RemoteSha: 83f7d1254887f8f2c5e8d20f7ebc261c994ba13a
NeedsCompilation: yes
Packaged: 2026-09-20 09:03:05 UTC; root
Author: Dongshin Kim [aut, cre, cph],
  Sunghoon Kwon [aut, cph],
  Sangin Lee [aut, cph]
Maintainer: Dongshin Kim <dongshin.kim@outlook.com>
