ppmlasso: Point Process Models with LASSO-Type Penalties

Toolkit for fitting point process models with sequences of LASSO penalties ("regularisation paths"), as described in Renner, I.W. and Warton, D.I. (2013) <doi:10.1111/j.1541-0420.2012.01824.x>. Regularisation paths of Poisson point process models or area-interaction models can be fitted with LASSO, adaptive LASSO or elastic net penalties. A number of criteria are available to judge the bias-variance tradeoff.

Package details

AuthorIan Renner
MaintainerIan Renner <Ian.Renner@newcastle.edu.au>
Package repositoryView on CRAN
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ppmlasso documentation built on Dec. 1, 2022, 5:09 p.m.