This package contains algorithms for lasso and fused-lasso problems. It contains an implementation of the lars algorithm , for the lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso.
The main function is HDlars.
Maintainer: Quentin Grimonprez <[email protected]>
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#see vignette #vignette("HDPenReg")
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