islasso: The Induced Smoothed Lasso

An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.

Package details

AuthorGianluca Sottile [aut, cre], Giovanna Cilluffo [aut, ctb], Vito MR Muggeo [aut, ctb]
MaintainerGianluca Sottile <gianluca.sottile@unipa.it>
LicenseGPL (>= 2)
Version1.5.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("islasso")

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islasso documentation built on May 31, 2023, 8:37 p.m.