ExclusiveLasso-pkg: ExclusiveLasso: Generalized Linear Models with the Exclusive...

Description References

Description

Fitting generalized linear models with the exclusive lasso penalty using the coordinate descent and inexact proximal gradient algorithms of Campbell and Allen [1].

References

[1] Campbell, Frederick and Genevera I. Allen. "Within Group Variable Selection with the Exclusive Lasso". Electronic Journal of Statistics 11(2), pp.4220-4257. 2017. https://doi.org/10.1214/17-EJS1317


DataSlingers/ExclusiveLasso documentation built on April 17, 2020, 4:11 a.m.