ChubingZeng/classo: An implementation of Empirical Bayes tuning and Customized Lasso with External Information

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.

Getting started

Package details

AuthorChubing Zeng
MaintainerChubing Zeng <[email protected]>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ChubingZeng/classo")
ChubingZeng/classo documentation built on Sept. 22, 2018, 2:14 p.m.