stepPenal: Stepwise Forward Variable Selection in Penalized Regression

Model Selection Based on Combined Penalties. This package implements a stepwise forward variable selection algorithm based on a penalized likelihood criterion that combines the L0 with L2 or L1 norms.

Getting started

Package details

AuthorEleni Vradi
MaintainerEleni Vradi <vradi.eleni@gmail.com>
LicenseGPL-2
Version0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stepPenal")

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stepPenal documentation built on May 1, 2019, 10:11 p.m.