Unified penalized regression algorithm: Project Home – R-Forge

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The ncpen R package estimates generalized linear models (GLM) with various nonconvex penalties: LASSO, SCAD, MCP, MCL, TLP, and MBP. The algorithm reflects recent technical advances in the optimization of penalized estimation. C++ language is used.

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Registered: 2017-10-12 17:30
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge