HDPenReg: High-Dimensional Penalized Regression

Algorithms for lasso and fused-lasso problems: C++ implementation of the 'lars' algorithm for lasso and fusion penalization <doi:10.1214/009053604000000067>, 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)
Version0.94.9
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HDPenReg")

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HDPenReg documentation built on March 31, 2023, 9:31 p.m.