The gamma lasso algorithm provides regularization paths corresponding to a range of nonconvex cost functions between L0 and L1 norms. As much as possible, usage for this package is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms). For details see: Taddy (2017 JCGS), OneStep Estimator Paths for Concave Regularization, <arXiv:1308.5623>.
Package details 


Author  Matt Taddy <[email protected]> 
Maintainer  Matt Taddy <[email protected]> 
License  GPL3 
Version  1.134 
URL  http://github.com/TaddyLab/gamlr 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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