stepPenal: Stepwise Forward Variable Selection in Penalized Regression
Version 0.1

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
Date of publication2016-12-23 13:42:30
MaintainerEleni Vradi <[email protected]>
Package repositoryView on CRAN
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stepPenal documentation built on May 29, 2017, 3:25 p.m.