DLASSO

R package DLASSO: Implementation of Adaptive or Non-Adaptive Differentiable Lasso and SCAD Penalties in Linear Models. An implementation of the differentiable lasso (dlasso) and SCAD (dSCAD) using iterative ridge algorithm. This package allows selecting the tuning parameter by AIC, BIC, GIC and GIC.

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References in zbMATH (referenced in 1 article )

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  1. Hamed Haselimashhadi, Veronica Vinciotti: A Differentiable Alternative to the Lasso Penalty (2016) arXiv