| 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 |