ppmlasso
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Software:86751
CRANppmlassoMaRDI QIDQ86751FDOQ86751
Point Process Models with LASSO-Type Penalties
Last update: 31 January 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.3, 1.0, 1.1, 1.2, 1.4
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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