gamlr

Gamma Lasso Regression

The gamma lasso algorithm provides regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms. As much as possible, usage for this package is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms). For details see: Taddy (2017 JCGS), One-Step Estimator Paths for Concave Regularization, <arXiv:1308.5623>.

Total

33,572

Last month

752

Last week

267

Average per day

25

Daily downloads

Total downloads

Description file content

Package
gamlr
Title
Gamma Lasso Regression
Version
1.13-4
Author
Matt Taddy
Maintainer
Matt Taddy
Depends
R (>= 2.15), Matrix, methods, graphics, stats
Suggests
parallel
Description
The gamma lasso algorithm provides regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms. As much as possible, usage for this package is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms). For details see: Taddy (2017 JCGS), One-Step Estimator Paths for Concave Regularization, .
License
GPL-3
URL
NeedsCompilation
yes
Packaged
2018-02-11 18:06:01 UTC; Matt
Repository
CRAN
Date/Publication
2018-02-11 20:41:20 UTC

install.packages('gamlr')

1.13-4

10 days ago

http://github.com/TaddyLab/gamlr

Matt Taddy

GPL-3

Depends on

R (>= 2.15), Matrix, methods, graphics, stats

Suggests

parallel

Discussions