This package contains two functions. One is the thresholding function for the scalar penalized least squares problem subject to a power penalty. The second is a function that solves a penalized regression problem subject to a power penalty via coordinate descent. For powers greater than zero and less than or equal to 1, the coordinate descent function implements the algorithm given by Marjanovic and Solo (2014). As a special case, the coordinate descent function solves the Lasso regression problem.
|Maintainer||Maryclare Griffin <[email protected]>|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.