R package ncvreg: Regularization paths for SCAD- and MCP-penalized regression models. Efficient algorithms for fitting regularization paths for linear or logistic regression models penalized by MCP or SCAD, with optional additional L2 penalty (”Mnet”).
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017)
- Wand, M. P.; Ormerod, J. T.: Penalized wavelets: embedding wavelets into semiparametric regression (2011)