DLASSO: Implementation of Adaptive or Non-Adaptive Differentiable Lasso and SCAD Penalties in Linear Models

An implementation of the differentiable lasso (dlasso) and SCAD (dSCAD) using iterative ridge algorithm. This package allows selecting the tuning parameter by AIC, BIC, GIC and GIC.

Getting started

Package details

AuthorHamed Haseli Mashhadi <[email protected]>
MaintainerHamed Haseli Mashhadi <[email protected]>
LicenseGPL (>= 2)
URL http://hamedhaseli.webs.com
Package repositoryView on CRAN
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DLASSO documentation built on May 1, 2019, 9:26 p.m.