HDPenReg: High-Dimensional Penalized Regression

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

Package details

AuthorQuentin Grimonprez [aut, cre], Serge Iovleff [aut]
MaintainerQuentin Grimonprez <quentingrim@yahoo.fr>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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HDPenReg documentation built on May 15, 2022, 1:07 a.m.