ncpen

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Unified Algorithm for Non-convex Penalized Estimation for Generalized Linear Models

Sunghoon Kwon, Sangin Lee, Dongshin Kim

Last update: 17 November 2018

Copyright license: GNU General Public License

Software version identifier: 1.0.0

Cites work

• A modified local quadratic approximation algorithm for penalized optimization problems
• Moderately clipped LASSO
• A unified algorithm for the non-convex penalized estimation: The ncpen package

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