Algorithms for lasso and fused-lasso problems.

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Description

This package contains algorithms for lasso and fused-lasso problems. It contains an implementation of the lars algorithm [1], for the lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso.

Details

Package: HDPenReg
Type: Package
Version: 0.93.1
Date: 2016-01-26
License: GPL (>=2)

The main function is HDlars.

Author(s)

Maintainer: Quentin Grimonprez <quentin.grimonprez@inria.fr>

See Also

HDlars HDcvlars

Examples

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#see vignette
#vignette("HDPenReg")