README.md

In shadowmoon1988/SLASSO:

SLASSO

Sequential Lasso R Package

Implement the Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space (Luo and Chen 2014) with c++.

Reference

Conrad Sanderson and Ryan Curtin. Armadillo: a template-based C++ library for linear algebra. Journal of Open Source Software, Vol. 1, pp. 26, 2016.

Shan Luo and Zehua Chen. Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space. Journal of the American Statistical Association, Vol. 109, pp. 1229, 2014.

shadowmoon1988/SLASSO documentation built on May 12, 2019, 7:44 a.m.