rbridge: Restricted Bridge Estimation

Bridge Regression estimation with linear restrictions defined in Yuzbasi et al. (2019) <arXiv:1910.03660>. Special cases of this approach fit the restricted LASSO, restricted RIDGE and restricted Elastic Net estimators.

Getting started

Package details

AuthorBahadir Yuzbasi, Mohammad Arashi and Fikri Akdeniz
MaintainerBahadir Yuzbasi <b.yzb@hotmail.com>
Package repositoryView on CRAN
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rbridge documentation built on Feb. 29, 2020, 5:07 p.m.