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WLasso (version 1.0)

WLasso-package: WLasso

Description

WLasso

Arguments

Details

The DESCRIPTION file: WLasso WLasso This package consists of four functions: "Sigma_Estimation.R", "top.R", "top_thresh.R" and "Whitening_Lasso.R". For further information on how to use these functions, we refer the reader to the vignette of the package.

References

W. Zhu, C. Levy-Leduc, N. Ternes. "A variable selection approach for highly correlated predictors in high-dimensional genomic data". arXiv:2007.10768.