SALES: Elastic Net and (Adaptive) Lasso Penalized Sparse Asymmetric Least Squares (SALES) and Coupled Sparse Asymmetric Least Squares (COSALES) using Coordinate Descent and Proximal Gradient Algorithms
Version 1.0.0

A coordinate descent algorithm for computing the solution path of the sparse and coupled sparse asymmetric least squares, including the elastic net and (adaptive) Lasso penalized SALES and COSALES regressions.

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Package details

AuthorYuwen Gu <[email protected]>, Hui Zou <[email protected]>
Date of publication2016-01-12 22:07:08
MaintainerYuwen Gu <[email protected]>
Package repositoryView on CRAN
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SALES documentation built on May 29, 2017, 6 p.m.