glmtlp-package: Truncated lasso model paths for some generalized linear...

Description Details Author(s) References

Description

This package fits truncated lasso based model paths for regression, logistic and multinomial regression using difference convex technique and coordinate descent. The algorithm is extremely fast, and exploits sparsity in the input x matrix where it exists. A variety of predictions can be made from the fitted models.

Details

Package: glmtlp
Type: Package
Version: 1.1
Date: 2018-02-01
License: GPL-2

Very simple to use. Accepts x,y data for regression models, and produces the regularization path over a grid of values for the tuning parameter lambda and tau. Only 5 functions: glmtlp
predict.glmnet
plot.glmnet
print.glmnet
coef.glmnet

Author(s)

Chong Wu, Wei Pan
Maintainer: Chong Wu <[email protected]>

References

Xiaotong Shen , Wei Pan and Yunzhang Zhu (2012) Likelihood-Based Selection and Sharp Parameter Estimation, Journal of the American Statistical Association, 107:497, 223-232


glmtlp documentation built on May 2, 2019, 6:36 a.m.