Functions to compute the non-negative garrote estimator as
proposed by Breiman (1995) < https://www.jstor.org/stable/1269730>
with the penalized initial estimators extension as proposed by
Yuan and Lin (2007) < https://www.jstor.org/stable/4623260>.
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Anthony Christidis, 4 months ago
Browse source code at
Anthony Christidis <[email protected]>
Stefan Van Aelst <[email protected]>
Ruben Zamar <[email protected]>
GPL (>= 2)
Imports multicool, glmnet, caret
Suggests testthat, mvnfast
See at CRAN