ppmlasso (Q86751)
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Point Process Models with LASSO-Type Penalties
Language | Label | Description | Also known as |
---|---|---|---|
English | ppmlasso |
Point Process Models with LASSO-Type Penalties |
Statements
31 January 2024
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Toolkit for fitting point process models with sequences of LASSO penalties ("regularisation paths"), as described in Renner, I.W. and Warton, D.I. (2013) <doi:10.1111/j.1541-0420.2012.01824.x>. Regularisation paths of Poisson point process models or area-interaction models can be fitted with LASSO, adaptive LASSO or elastic net penalties. A number of criteria are available to judge the bias-variance tradeoff.
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