Simulator used for the comparison study of best subset selection against forward step-wise, the LASSO and the elastic net. Allows for simulating simple normally distributed. The correlation structure can be specified with simple-to-add functions.
Package details |
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Author | Louis Dijkstra |
Maintainer | Louis Dijkstra <dijkstra@leibniz-bips.de> |
License | GLP3 |
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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