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

Package details

AuthorVeronika Rockova [aut,cre], Gemma Moran [aut]
MaintainerGemma Moran <[email protected]>
LicenseGPL-3
Version1.2-1
URL http://faculty.chicagobooth.edu/veronika.rockova/ssl.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SSLASSO")

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SSLASSO documentation built on Aug. 29, 2018, 1:03 a.m.