Point Process Models with LASSO-Type Penalties
Description
Toolkit for fitting point process models with sequences of LASSO penalties ("regularisation paths"), as described in Renner, I.W. and Warton, D.I. (2013) . Regularisation paths of Poisson point process models or area-interaction models can be fitted with LASSO, adaptive LASSO or elastic net penalties. A number of criteria are available to judge the bias-variance tradeoff.