LASSO and Elastic Net (Adaptive) Penalized Least Squares, Logistic Regression, HHSVM, Squared Hinge SVM and Expectile Regression using a Fast GCD Algorithm

A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.5 by Yi Yang, 3 years ago

Browse source code at

Authors: Yi Yang <[email protected]> , Hui Zou <[email protected]>

Documentation:   PDF Manual  

GPL-2 license

Depends on Matrix, methods

Imported by higlasso.

See at CRAN