An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.
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1.1 by Ricardo Pio Monti, 5 years ago
Browse source code at https://github.com/cran/rRAP
Authors: Ricardo Pio Monti
Documentation: PDF Manual
GPL-2 license
Depends on lars, lassoshooting, MASS
See at CRAN