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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1.0.4 by Anthony Christidis, 2 months ago
Browse source code at https://github.com/cran/nnGarrote
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