gamlr: Gamma Lasso Regression
Version 1.13-3

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,

Getting started

Package details

AuthorMatt Taddy <[email protected]>
Date of publication2015-08-26 08:39:48
MaintainerMatt Taddy <[email protected]>
Package repositoryView on CRAN
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gamlr documentation built on May 29, 2017, 11:35 a.m.