Description Details Author(s) References See Also
LassoNet contains functions to estimate a penalized regression model using 3CoSE algorithm described in the paper Weber, Striaukas, Schumacher and Binder (2018). The main function of the package is the function lasso.net.grid, see the example below.
Package: | LassoNet |
Type: | Package |
Version: | 0.8.3 |
Date: | 2019-12-16 |
License: | Open source |
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>
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