R package for Empirical Bayes tuning and Customized Lasso with External Information. Empirical Bayes tuning provides an way to estimating tuning parameter in Lasso as an alternative to cross validation. Customized Lasso generalizes standard Lasso by allowing differential shrinkage for parameters, with the goal of improving prediction.
|Maintainer||Chubing Zeng <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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