HDPenReg: High-Dimensional Penalized Regression
Version 0.93.2

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

Package details

AuthorQuentin Grimonprez [aut, cre], Serge Iovleff [aut]
Date of publication2018-01-19 13:34:05
MaintainerQuentin Grimonprez <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("HDPenReg", repos="http://R-Forge.R-project.org")

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HDPenReg documentation built on Jan. 25, 2018, 4:55 a.m.