Penalized Youden Index Estimator

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Documentation for package ‘pye’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

AucPR_compute_cv	Cross-Validation for Optimal AucPR Regularization Parameter Selection
AucPR_estimation	AucPR Estimation for Coefficient and Feature Selection
AucPR_predict	Prediction and Performance Evaluation for Penalized AucPR Models
calibrate_lambda_max	Calibrate Maximum Value for the Penalty Parameter
calibrate_lambda_min	Calibrate Minimum Value for the Penalty Parameter
covYI_KS	Covariate-Adjusted Youden Index (covYI) method with Kernel Smoothing Estimation of the Density Functions
covYI_KS_estimation	Estimation of Optimal Covariate Coefficients through Penalized Covariate-Adjusted Youden Index
create_data_all	Generate Correlated Regressors and Covariates
create_lambda	Generate a Sequence of Penalty Parameters (lambda)
create_sample	Create Synthetic High-Dimensional Sample with Binary Target
create_sample_with_covariates	Create a Synthetic Data Set with Covariates and Binary Target
MCP_function	Minimax Concave Penalty (MCP) Function Value
mmAPG	Monotone Accelerated Proximal Gradient (APG) method
mnmAPG	Non-Monotone Accelerated Proximal Gradient (APG) method
model_simulation_study	Simulation Study for Penalized Models on Real Data
plr_compute_cv	Cross-Validation for Optimal glmnet Regularization Parameter Selection
plr_estimation	glmnet Estimation for Coefficient and Feature Selection
plr_predict	Prediction and Performance Evaluation for Penalized glmnet Models
proximal_operator_EN	Proximal Operator for the Elastic-Net Penalty
proximal_operator_L1	Proximal Operator for the Convex \textrm{L}_{1} (Lasso) Penalty
proximal_operator_L12	Proximal Operator for the Non-Convex \textrm{L}_{1 / 2} Penalty
proximal_operator_MCP	Proximal Operator for the Non-Convex MCP Penalty
proximal_operator_SCAD	Proximal Operator for the Non-Convex SCAD Penalty
psvm_compute_cv	Cross-Validation for Optimal Penalized svm Regularization Parameter Selection
psvm_estimation	Penalized svm Estimation for Coefficient and Feature Selection
psvm_predict	Prediction and Performance Evaluation for Penalized svm Models
pye_KS	Penalized Youden Index (pye) function via Kernel Smoothing Density
pye_KS_compute_cv	Cross-Validation for Optimal pye KS Regularization Parameter Selection
pye_KS_estimation	pye KS Estimation for Coefficient and Feature Selection
pye_KS_simulation_study	Simulation Study for Penalized Youden Index (pye) on Real Data
SCAD_function	Smoothly Clipped Absolute Deviation (SCAD) Function Value
scaling_df_for_pye	Center and Scale Continuous Regressors for pye Modeling