Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) <arXiv:1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).
|Author||Julien Chiquet [aut, cre] (<https://orcid.org/0000-0002-3629-3429>)|
|Maintainer||Julien Chiquet <email@example.com>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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