gelnet: Generalized Elastic Nets

Implements several extensions of the elastic net regularization scheme. These extensions include individual feature penalties for the L1 term, feature-feature penalties for the L2 term, as well as translation coefficients for the latter.

Getting started

Package details

AuthorArtem Sokolov
MaintainerArtem Sokolov <[email protected]>
LicenseGPL (>= 3)
Version1.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gelnet")

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gelnet documentation built on May 30, 2017, 5:17 a.m.