sealasso: Standard Error Adjusted Adaptive Lasso

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.

Install the latest version of this package by entering the following in R:
install.packages("sealasso")
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

View on CRAN

Files

inst
inst/doc
inst/doc/sealasso.R
inst/doc/sealasso.pdf
inst/doc/sealasso.Rnw
NAMESPACE
R
R/sealasso.R
vignettes
vignettes/sealasso.Rnw
MD5
DESCRIPTION
ChangeLog
man
man/sealasso.Rd man/summary.sealasso.Rd
INDEX

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.