msgps: Degrees of freedom of elastic net, adaptive lasso and generalized elastic net
Version 1.3

This package computes the degrees of freedom of the lasso, elastic net, generalized elastic net and adaptive lasso based on the generalized path seeking algorithm. The optimal model can be selected by model selection criteria including Mallows' Cp, bias-corrected AIC (AICc), generalized cross validation (GCV) and BIC.

Getting started

Package details

AuthorKei Hirose
Date of publication2012-05-17 06:51:28
MaintainerKei Hirose <[email protected]>
LicenseGPL (>= 2)
Version1.3
URL http://www.keihirose.com/.
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("msgps")

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msgps documentation built on May 29, 2017, 11:28 p.m.