jstriaukas/LassoNet: 3CoSE Algorithm

Contains functions to estimate a penalized regression model using 3CoSE algorithm, see Weber, Striaukas, Schumacher & Binder (2018) <doi:10.2139/ssrn.3211163>.

Getting started

Package details

AuthorJonas Striaukas [aut, trl, cre] and Matthias Weber [aut]
MaintainerJonas Striaukas <jonas.striaukas@gmail.com>
LicenseGPL (>= 2)
Version0.8.3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jstriaukas/LassoNet")
jstriaukas/LassoNet documentation built on Jan. 21, 2020, 1:45 p.m.