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Ncvreg wrapper #127

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azev77 opened this issue Sep 12, 2022 · 1 comment

Projects

azev77 commented Sep 12, 2022

https://github.com/pnavaro/NonConvexPenalizedRegression.jl

better a wrapper than nothing
@pnavaro

Collaborator

tlienart commented Sep 12, 2022

thanks for that; going by the definition of https://statisticaloddsandends.wordpress.com/2018/07/31/the-scad-penalty/ it should be easy to add to the 'robust' regressions in this package.

I'll have a look, would be nice to run comparisons.

tlienart mentioned this issue

draft scad/mcp #128

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4 tasks

ablaom added this to priority low / straightforward in General

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