ncvreg: Regularization paths for SCAD- and MCP-penalized regression models. Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty (”Mnet”).

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  1. Wand, M.P.; Ormerod, J.T.: Penalized wavelets: embedding wavelets into semiparametric regression (2011)