islasso

CRANislassoMaRDI QIDQ113946FDOQ113946

The Induced Smoothed Lasso

Giovanna Cilluffo, Vito Mr Muggeo, Gianluca Sottile

Last update: 23 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.4.3, 1.5.0, 1.5.1, 1.0.0, 1.1.0, 1.1.1, 1.2.0, 1.2.1, 1.2.2, 1.3.0, 1.3.1, 1.4.0, 1.4.1, 1.4.2, 1.5.1, 1.5.2

Description

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>.

Cites work

• The Induced Smoothed lasso: A practical framework for hypothesis testing in high dimensional regression
• Unnamed Publication

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