Cauchy regression modelling and LASSO to perform variable selection are included in this package. Cross-validation is performed to choose the optimal value of the lambda parameter. LASSO is based on the IRLS algorithm. A relevant paper is .
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1.0 by Michail Tsagris, 22 days ago
Browse source code at https://github.com/cran/cauchyreg
Authors: Michail Tsagris [aut, cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports Compositional, glmnet, Rfast, stats
See at CRAN