
glmnet
 Referenced in 461 articles
[sw08159]
 package glmnet: Lasso and elasticnet regularized generalized linear models. Extremely efficient procedures for fitting ... entire lasso or elasticnet regularization path for linear regression, logistic and multinomial regression models...

glasso
 Referenced in 384 articles
[sw07432]
 graphical lasso: new insights and alternatives. The graphical lasso [5] is an algorithm for learning ... solving the dual of the graphical lasso penalized likelihood, by block coordinate ascent; a result...

timereg
 Referenced in 74 articles
[sw08068]
 modelling. PLS for the additive risk model. Lasso in ahaz package...

covTest
 Referenced in 67 articles
[sw19129]
 linear modelling. Can be used with LARS (lasso) for linear models, elastic net, binomial...

lars
 Referenced in 39 articles
[sw08165]
 package lars: Least Angle Regression, Lasso and Forward Stagewise. Efficient procedures for fitting an entire ... lasso sequence with the cost of a single least squares fit. Least angle regression ... forward stagewise regression are related to the lasso, as described in the paper below...

LASSO
 Referenced in 32 articles
[sw02850]
 gradient descent algorithm for LASSO LASSO is a useful method to achieve the shrinkage ... variable selection simultaneously. The main idea of LASSO is to use the L1 constraint ... Starting from linear models, the idea of LASSO  using the L1 constraint, has been applied...

hierNet
 Referenced in 36 articles
[sw09625]
 hierNet: A Lasso for Hierarchical Interactions. Fits sparse interaction models for continuous and binary responses ... Taylor, J., Tibshirani, R., (2013) ”A Lasso for Hierarchical Interactions.” Annals of Statistics...

Bolasso
 Referenced in 26 articles
[sw31649]
 Bolasso: model consistent Lasso estimation through the bootstrap. We consider the leastsquare linear regression ... problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic ... analysis of model consistency of the Lasso. For various decays of the regularization parameter ... specific rate decay, we show that the Lasso selects all the variables that should enter...

huge
 Referenced in 36 articles
[sw08466]
 minor convergence problem of the graphical lasso algorithm is corrected; (5) the package allows...

BLOOMP
 Referenced in 21 articles
[sw06454]
 hard thresholding (IHT), basis pursuit (BP), and Lasso, and result in the modified algorithms BLOOMP ... BLOSP, BLOIHT, BPBLOT, and LassoBLOT, respectively. Under appropriate conditions, it is proved that ... dynamic range near unity BPBLOT and LassoBLOT with the optimized regularization parameter have...

flare
 Referenced in 17 articles
[sw12406]
 flare: Family of Lasso Regression. The package ”flare” provides the implementation of a family ... Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional ... also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including...

selectiveInference
 Referenced in 17 articles
[sw19124]
 forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso...

gglasso
 Referenced in 16 articles
[sw14361]
 gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm. This package implements a unified ... computing the solution paths of the grouplasso penalized least squares, logistic regression, Huberized...

GraphLab
 Referenced in 22 articles
[sw12830]
 belief propagation, Gibbs sampling, CoEM, Lasso and Compressed Sensing. We show that using GraphLab...

ParNes
 Referenced in 12 articles
[sw08366]
 this article, we propose an algorithm, nestalasso, for the lasso problem, i.e., an underdetermined ... sparsity condition on the solution, that nestalasso is guaranteed to be almost always locally ... underdetermined least squares problem) by using nestalasso in conjunction with the Pareto rootfinding...

gamsel
 Referenced in 19 articles
[sw19132]
 Generalized Additive Models. Using overlap grouped lasso penalties, gamsel selects whether a term...

msgl
 Referenced in 10 articles
[sw26552]
 package msgl: Multinomial Sparse Group Lasso. Multinomial logistic regression with sparse group lasso penalty. Simultaneous ... classes. The algorithm computes the sparse group lasso penalized maximum likelihood estimate. Use of parallel...

piMASS
 Referenced in 16 articles
[sw17249]
 analyses and the penalized regression method LASSO. Methods described here are implemented in a software...

Monomvn
 Referenced in 10 articles
[sw08173]
 parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle ... fully functional standalone interface to the Bayesian lasso (from Park & Casella), NormalGamma (from Griffin...

grplasso
 Referenced in 10 articles
[sw08193]
 grplasso: Fitting user specified models with Group Lasso penalty. Fits user specified (GLM) models with ... Group Lasso penalty...