LassoNet-package {LassoNet}

LassoNet: package for 3CoSE algorithm.

Description

LassoNet contains functions to estimate a penalized regression model using 3CoSE algorithm described in the paper Weber, Striaukas, Schumacher and Binder (2018). The main function of the package is the function lasso.net.grid, see the example below.

Details

Package:	LassoNet
Type:	Package
Version:	0.8.3
Date:	2019-12-16
License:	Open source

Author(s)

Maintainer: Jonas Striaukas <[e-mail]>

References

Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>

See Also

Rcpp, glmnet