andrewchay/aft-hd: Fit sparse weighted linear regression model using coordinate descent algorithm
aftHD computes the weighted penalized least square estimates. It first computes the LASSO solution and uses it as a warm start value for the MCP/SCAD solution. The package also provides local convexity of the solution.
Getting started
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Package details |
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| Author | Hao Chai |
| Maintainer | Hao Chai <hao.chai@yale.edu> |
| License | GPL (>=2) |
| Version | 1.0-0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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