HDPenReg (version 0.94.9)

High-Dimensional Penalized Regression

Description

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

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Install

install.packages('HDPenReg')

Monthly Downloads

142

Version

0.94.9

License

GPL (>= 2)

Last Published

March 22nd, 2023

Functions in HDPenReg (0.94.9)