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glmtlp  

Generalized Linear Models with Truncated Lasso Penalty
View on CRAN: Click here


Download and install glmtlp package within the R console
Install from CRAN:
install.packages("glmtlp")

Install from Github:
library("remotes")
install_github("cran/glmtlp")

Install by package version:
library("remotes")
install_version("glmtlp", "2.0.1")



Attach the package and use:
library("glmtlp")
Maintained by
Yu Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-02-07
Latest Update: 2021-12-17
Description:
Extremely efficient procedures for fitting regularization path with l0, l1, and truncated lasso penalty for linear regression and logistic regression models. This version is a completely new version compared with our previous version, which was mainly based on R. New core algorithms are developed and are now written in C++ and highly optimized.
How to cite:
Yu Yang (2018). glmtlp: Generalized Linear Models with Truncated Lasso Penalty. R package version 2.0.1, https://cran.r-project.org/web/packages/glmtlp
Previous versions and publish date:
1.1 (2018-02-07 14:50), 2.0.0 (2021-10-15 11:10)
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