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The Induced Smoothed Lasso
Language | Label | Description | Also known as |
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English | islasso |
The Induced Smoothed Lasso |
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23 January 2024
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An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.
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expanded from: GPL (≥ 2) (English)
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