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Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

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HDPenReg

R-CMD-check

CRAN_Status_Badge Total Downloads Downloads

The code was originally on an R-forge repository.

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

Installation

From github:

library(devtools)
install_github("modal-inria/HDPenReg")

From CRAN:

install.packages("HDPenReg", repos = "https://cran.rstudio.com")

Credits

HDPenReg is developed by Quentin Grimonprez and Serge Iovleff.

Copyright Inria - Université de Lille

Licence

This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details.

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Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

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