Sparse linear regression package with accelerated cross-validation. L_1, SCAD, MCP penalties are covered. The algorithm for optimization is cyclic coordinate descent.
-
Updated
Mar 7, 2019 - MATLAB
#
scad
Here is 1 public repository matching this topic...
Improve this page
Add a description, image, and links to the scad topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the scad topic, visit your repo's landing page and select "manage topics."