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nnGarrote: Non-Negative Garrote Estimation with Penalized Initial Estimators
Functions to compute the non-negative garrote estimator as proposed by Breiman (1995) <https://www.jstor.org/stable/1269730> with the penalized initial estimators extension as proposed by Yuan and Lin (2007) <https://www.jstor.org/stable/4623260>.
Getting started
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Package details |
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| Author | Anthony Christidis <anthony.christidis@stat.ubc.ca>, Stefan Van Aelst <stefan.vanaelst@kuleuven.be>, Ruben Zamar <ruben@stat.ubc.ca> |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.0.4 |
| Package repository | View on CRAN |
| Installation |
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