sealasso: Standard Error Adjusted Adaptive Lasso
Version 0.1-2

Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.

Getting started

Package details

AuthorWei Qian <weiqian@stat.umn.edu>
Date of publication2013-12-12 02:14:25
MaintainerWei Qian <weiqian@stat.umn.edu>
LicenseGPL (>= 2)
Version0.1-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sealasso")

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sealasso documentation built on May 29, 2017, 7:49 p.m.