Non-Negative Garrote Estimation with Penalized Initial Estimators

Functions to compute the non-negative garrote estimator as proposed by Breiman (1995) <> with the penalized initial estimators extension as proposed by Yuan and Lin (2007) <>.


Reference manual

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1.0.4 by Anthony Christidis, 2 months ago

Browse source code at

Authors: Anthony Christidis <[email protected]> , Stefan Van Aelst <[email protected]> , Ruben Zamar <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports glmnet

Suggests testthat, mvnfast

See at CRAN