It provides an extremely efficient procedure for fitting the entire truncated lasso regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. The algorithm uses the difference of convex technique. The detail of the algorithm is described in Shen, Pan and Zhu (2012) <doi:10.1080/01621459.2011.645783>. The package is inherited from a popular R package 'glmnet' and many functions in 'glmnet' can be directly used in 'glmtlp'. You can learn more details by the online manual (<http://wuchong.org/glmtlp.html>).
Package details 


Author  Chong Wu and Wei Pan 
Maintainer  Chong Wu <[email protected]> 
License  GPL2 
Version  1.1 
Package repository  View on CRAN 
Installation 
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