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 <[email protected]>
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")

Try the stepPenal package in your browser

Any scripts or data that you put into this service are public.

stepPenal documentation built on Aug. 25, 2018, 1:03 a.m.