HDPenReg-package {HDPenReg}R Documentation

Algorithms for lasso and fused-lasso problems.

Description

This package contains algorithms for lasso and fused-lasso problems. It contains an implementation of the lars algorithm [1], for the lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso.

Details

Package: HDPenReg
Type: Package
Version: 0.93.2
Date: 2018-01-19
License: GPL (>=2)

The main function is HDlars.

Author(s)

Maintainer: Quentin Grimonprez <quentin.grimonprez@inria.fr>

See Also

HDlars HDcvlars

Examples

## Not run: 
#see vignette
vignette("HDPenReg")

## End(Not run)

 

[Package HDPenReg version 0.93.2 Index]