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)
|Author||Chong Wu and Wei Pan|
|Date of publication||2018-02-07 13:50:51 UTC|
|Maintainer||Chong Wu <[email protected]>|
|Package repository||View on CRAN|
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