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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.
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Package details |
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| Author | Hamed Haseli Mashhadi <hamedhaseli@gmail.com> |
| Maintainer | Hamed Haseli Mashhadi <hamedhaseli@gmail.com> |
| License | GPL (>= 2) |
| Version | 2.0.2 |
| URL | http://hamedhaseli.webs.com |
| Package repository | View on CRAN |
| Installation |
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