sealasso: Standard Error Adjusted Adaptive Lasso

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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.

Author
Wei Qian <weiqian@stat.umn.edu>
Date of publication
2013-12-12 02:14:25
Maintainer
Wei Qian <weiqian@stat.umn.edu>
License
GPL (>= 2)
Version
0.1-2

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Man pages

sealasso
Standard Error Adjusted Adaptive Lasso
summary.sealasso
Summary method for sealasso objects

Files in this package

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