antshi/constrLasso: Contrained lasso regression and solution path in R as in [Gaines et al. (2018)]

This package provides functions for fitting the constrained lasso regression and computing the solution path. The constrained lasso regression is a generalization of the lasso regression that allows for linear equality constraints on the coefficients. The solution path is computed using the algorithm proposed by Gaines et al. (2018) <doi:10.1080/10618600.2017.1302882>.

install.packages("remotes")
remotes::install_github("antshi/constrLasso")