print.lasso

An object with S3 class <code>"lasso"</code>.

Print a summary of the information about an object with S3 class <code>"lasso"</code>.

Implement the pathwise calibrated sparse shooting algorithm (PICASSO) for high dimensional regularized sparse linear regression, sparse logistic regression, and sparse undirected graphical model estimation. As a pathwise coordinate optimization algorithm, PICASSO exploits warm start initialization, active set updating, and strong rule for coordinate preselection to boost computation, and attains a linear convergence to a unique sparse local optimum with optimal statistical properties. Moreover, users can choose different regularizers, including L1, MCP, and SCAD regularizers. The computation is memory-optimized using the sparse matrix output.

print.lasso: Print Function for an object with S3 class `"lasso"`

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