LassoNet: 3CoSE Algorithm

Contains functions to estimate a penalized regression model using 3CoSE algorithm, see Weber, Striaukas, Schumacher Binder (2018) <doi:10.2139/ssrn.3211163>.

Package details

AuthorJonas Striaukas [aut, trl, cre] and Matthias Weber [aut]
MaintainerJonas Striaukas <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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LassoNet documentation built on Jan. 19, 2020, 5:06 p.m.