kjytay/fwelnet: Feature-Weighted Elastic Net

A method for fitting the entire regularization path of the feature-weighted elastic net (fwelnet) for linear and logistic regression. See Tay, J. K., Aghaeepour, N., Hastie, T., and Tibshirani, R., (2020) <arXiv:2006.01395> for details.

Getting started

Package details

AuthorKenneth Tay, Robert Tibshirani
MaintainerKenneth Tay <kjytay@stanford.edu>
LicenseGPL-3
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kjytay/fwelnet")
kjytay/fwelnet documentation built on June 9, 2020, 1:39 p.m.