stanmcgill/680: Linear and Logistic Regression Estimation Using ADMM Algorithm.

The package contains four functions that allow users to perform estimation and variable selection in linear and logistic regressions with LASSO or group LASSO penalty using ADMM algorithms.

Getting started

Package details

AuthorShouao Wang & Yi Lian
MaintainerShouao Wang <shouao.wang@mail.mcgill.ca>; Yi Lian <yi.lian@mail.mcgill.ca>
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("stanmcgill/680")
stanmcgill/680 documentation built on Sept. 16, 2019, 2:49 p.m.