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msgps

Degrees of Freedom of Elastic Net, Adaptive Lasso and Generalized Elastic Net

Installation

About

Computes the degrees of freedom of the lasso, elastic net, generalized elastic net and adaptive lasso based on the generalized path seeking algorithm. The optimal model can be selected by model selection criteria including Mallows' Cp, bias-corrected AIC (AICc), generalized cross validation (GCV) and BIC.

keihirose.com/

Key Metrics

Version 1.3.5
Published 2022-10-20 547 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks msgps results

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Maintainer

Maintainer

Kei Hirose

mail@keihirose.com

Authors

Kei Hirose

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

msgps archive

Reverse Imports

DREGAR
Patterns
PhenStat
SelectBoost