Non-Negative Garrote Estimation with Penalized Initial Estimators

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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install.packages("nnGarrote")

1.0.3 by Anthony Christidis, 4 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 multicool, glmnet, caret

Suggests testthat, mvnfast


See at CRAN