l0ara: Sparse Generalized Linear Model with L0 Approximation for Feature Selection

An efficient procedure for feature selection for generalized linear models with L0 penalty, including linear, logistic, Poisson, gamma, inverse Gaussian regression. Adaptive ridge algorithms are used to fit the models.

Getting started

Package details

AuthorWenchuan Guo, Shujie Ma, Zhenqiu Liu
MaintainerWenchuan Guo <wguo007@ucr.edu>
LicenseGPL-2
Version0.1.6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("l0ara")

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l0ara documentation built on Feb. 6, 2020, 5:17 p.m.