Lasso-Zero for (High-Dimensional) Linear Regression

Model selection for the (possibly high-dimensional) linear regression model with Lasso-Zero, an L1-based methodology relying on the repeated use of noise dictionaries, as described by Descloux, P. and Sardy, S. (2018) .


Reference manual

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1.1.0 by Pascaline Descloux, a year ago

Browse source code at

Authors: Pascaline Descloux , Sylvain Sardy

Documentation:   PDF Manual  

GPL-2 license

Imports lpSolve, ismev, foreach, doRNG

Depends on stats, graphics

See at CRAN