Linear Models for Prediction and Classification using Proximal Operators

Implements optimization techniques for Lasso regression, R.Tibshirani(1996) using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009). The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.