elasticnet: Elastic-Net for Sparse Estimation and Sparse PCA

Provides functions for fitting the entire solution path of the Elastic-Net and also provides functions for estimating sparse Principal Components. The Lasso solution paths can be computed by the same function. First version: 2005-10.

Getting started

Package details

AuthorHui Zou <[email protected]> and Trevor Hastie <[email protected]>
MaintainerHui Zou <[email protected]>
LicenseGPL (>= 2)
URL http://www.stat.umn.edu/~hzou
Package repositoryView on CRAN
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elasticnet documentation built on Sept. 1, 2018, 1:06 a.m.