palasso (Q52989)
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Sparse Regression with Paired Covariates
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | palasso |
Sparse Regression with Paired Covariates |
Statements
26 September 2024
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Implements sparse regression with paired covariates (<doi:10.1007/s11634-019-00375-6>). The paired lasso is designed for settings where each covariate in one set forms a pair with a covariate in the other set (one-to-one correspondence). For the optional correlation shrinkage, install ashr (<https://github.com/stephens999/ashr>) and CorShrink (<https://github.com/kkdey/CorShrink>) from GitHub (see README).
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Identifiers
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