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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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HDPenReg documentation built on May 2, 2019, 2:49 p.m.