palasso: Sparse Regression with Paired Covariates

Implements sparse regression with paired covariates (<doi:10.1007/s11634-019-00375-6>). The paired lasso is designed for settings where each covariate in one set forms a pair with a covariate in the other set (one-to-one correspondence). For the optional correlation shrinkage, install ashr (<https://github.com/stephens999/ashr>) and CorShrink (<https://github.com/kkdey/CorShrink>) from GitHub (see README).

Package details

AuthorArmin Rauschenberger [aut, cre] (<https://orcid.org/0000-0001-6498-4801>)
MaintainerArmin Rauschenberger <armin.rauschenberger@uni.lu>
LicenseGPL-3
Version1.0.0
URL https://github.com/rauschenberger/palasso https://rauschenberger.github.io/palasso/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("palasso")

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palasso documentation built on Sept. 30, 2024, 9:30 a.m.