Degrees of Freedom of Elastic Net, Adaptive Lasso and
Generalized Elastic Net
Description
Computes the degrees of freedom of the lasso,
elastic net, generalized elastic net and adaptive lasso based
on the generalized path seeking algorithm. The optimal model
can be selected by model selection criteria including Mallows'
Cp, bias-corrected AIC (AICc), generalized cross validation
(GCV) and BIC.