LSun/l0reg: Solve $l_0$-regularized least squres with the Single Best Replacement (SBR) algorithm
Solve $l_0$-regularized least squres for a given penalty parameter, based on the Single Best Replacement (SBR) algorithm originally proposed by Soussen et al (2011)
Getting started
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Package details |
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| Author | Lei Sun, Nicholas G. Polson |
| Maintainer | Lei Sun <sunl@uchicago.edu> |
| License | GPL (>=3) |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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