Contains functions to estimate a penalized regression model using 3CoSE algorithm, see Weber, Striaukas, Schumacher Binder (2018)
The LassoNet package is the implementation of 3CoSE algorithm proposed in the article [1] and [2].
[1] Weber, Matthias and Schumacher, Martin and Binder, Harald, Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs (June 28, 2014). Tinbergen Institute Discussion Paper 14-089/I. Available at SSRN: https://ssrn.com/abstract=2466289 or http://dx.doi.org/10.2139/ssrn.2466289
[2] Weber, Matthias and Striaukas, Jonas and Schumacher, Martin and Binder, Harald, Network-Constrained Covariate Coefficient and Connection Sign Estimation (June 24, 2018). CORE Discussion Paper 2018/18 -OR- Bank of Lithuania Discussion Paper No 8/2018. Available at SSRN: https://ssrn.com/abstract=3211163 or http://dx.doi.org/10.2139/ssrn.3211163