cauchyreg (Q7370977)
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Cauchy Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | cauchyreg |
Cauchy Regression |
Statements
Cauchy regression modelling and LASSO to perform variable selection are included in this package. Cross-validation is performed to choose the optimal value of the lambda parameter. LASSO is based on the IRLS algorithm. A relevant paper is <doi:10.1109/ICIST.2014.6920341>.
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12 September 2026
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expanded from: GPL (≥ 2) (English)
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