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) .


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install.packages("lass0")

1.1.0 by Pascaline Descloux, a year ago


http://arxiv.org/abs/1805.05133


Browse source code at https://github.com/cran/lass0


Authors: Pascaline Descloux , Sylvain Sardy


Documentation:   PDF Manual  


GPL-2 license


Imports lpSolve, ismev, foreach, doRNG

Depends on stats, graphics


See at CRAN