pawls: Penalized Adaptive Weighted Least Squares Regression

Efficient algorithms for fitting weighted least squares regression with \eqn{L_{1}}{L1} regularization on both the coefficients and weight vectors, which is able to perform simultaneous variable selection and outliers detection efficiently.

Getting started

Package details

AuthorBin Luo, Xiaoli Gao
MaintainerBin Luo <b_luo@uncg.edu>
LicenseGPL-2
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pawls")

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pawls documentation built on May 2, 2019, 3:24 a.m.