palasso

Scope

Sparse regression with paired covariates (extending glmnet).

Installation

Install the current release from CRAN, or the latest development version from GitHub:

install.packages("palasso")

#install.packages("devtools")
devtools::install_github("rauschenberger/palasso")

Optionally, install ashr and CorShrink for the correlation shrinkage:

devtools::install_github("stephens999/ashr")
devtools::install_github("kkdey/CorShrink")

Reference

A Rauschenberger, I Ciocanea-Teodorescu, RX Menezes, MA Jonker, and MA van de Wiel (2019). “Sparse classification with paired covariates”. Advances in Data Analysis and Classification. In press. doi: 10.1007/s11634-019-00375-6