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SSLASSO: The Spike-and-Slab LASSO
Efficient coordinate ascent algorithm for fitting regularization paths for linear models penalized by Spike-and-Slab LASSO of Rockova and George (2018) <doi:10.1080/01621459.2016.1260469>.
Getting started
Browse package contents
Package details |
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| Author | Veronika Rockova [aut,cre], Gemma Moran [aut] |
| Maintainer | Gemma Moran <gm2918@columbia.edu> |
| License | GPL-3 |
| Version | 1.2-2 |
| URL | http://faculty.chicagobooth.edu/veronika.rockova/ssl.pdf |
| Package repository | View on CRAN |
| Installation |
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