Jerome Friedman

acepack

Two nonparametric methods for multiple regression transform selection are provided.
The first, Alter...

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for l...

Ordered lasso and time-lag sparse regression. Ordered Lasso fits a
linear model and imposes an order...

Fit a regularized generalized linear model via penalized
maximum likelihood.  The model is fit for a...

Sparsenet uses the MC+ penalty of Zhang. It computes the regularization surface over both the family...