gamlr: Gamma Lasso Regression

The gamma lasso algorithm provides regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms. As much as possible, usage for this package is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms). For details see: Taddy (2015), One-Step Estimator Paths for Concave Regularization, http://arxiv.org/abs/1308.5623.

AuthorMatt Taddy <taddy@chicagobooth.edu>
Date of publication2015-08-26 08:39:48
MaintainerMatt Taddy <taddy@chicagobooth.edu>
LicenseGPL-3
Version1.13-3
http://github.com/TaddyLab/gamlr, http://faculty.chicagobooth.edu/matt.taddy/index.html

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Files in this package

gamlr
gamlr/inst
gamlr/inst/CITATION
gamlr/src
gamlr/src/Makevars
gamlr/src/gui.h
gamlr/src/gui.c
gamlr/src/lhd.h
gamlr/src/lhd.c
gamlr/src/vec.c
gamlr/src/vec.h
gamlr/src/gamlr.c
gamlr/NAMESPACE
gamlr/data
gamlr/data/hockey.rda
gamlr/data/datalist
gamlr/R
gamlr/R/AICc.R gamlr/R/cv.gamlr.R gamlr/R/gamlr.R
gamlr/README.md
gamlr/MD5
gamlr/DESCRIPTION
gamlr/man
gamlr/man/AICc.Rd gamlr/man/gamlr.Rd gamlr/man/hockey.Rd gamlr/man/cv.gamlr.Rd

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