lass0: Lasso-Zero for (High-Dimensional) Linear Regression

Model selection for the (possibly high-dimensional) linear regression model with Lasso-Zero, an L1-based methodology relying on the repeated use of noise dictionaries, as described by Descloux, P. and Sardy, S. (2018) <arXiv:1805.05133>.

Getting started

Package details

AuthorPascaline Descloux, Sylvain Sardy
MaintainerPascaline Descloux <pascaline.descloux@unige.ch>
LicenseGPL-2
Version1.1.0
URL http://arxiv.org/abs/1805.05133
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lass0")

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lass0 documentation built on Dec. 19, 2019, 1:09 a.m.