penalized

swMATH6071CRANpenalizedMaRDI QIDQ18209

L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model

Jelle Goeman

Last update: 23 April 2022

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

Software version identifier: 0.9-52

Source code repository: https://github.com/cran/penalized

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