SSLASSO: The Spike-and-Slab LASSO

Efficient coordinate ascent algorithm for fitting regularization paths for linear models penalized by Spike-and-Slab LASSO of Rockova and George (2018) <doi:10.1080/01621459.2016.1260469>.

Version: 1.2-2
Imports: methods
Published: 2019-12-13
Author: Veronika Rockova [aut,cre], Gemma Moran [aut]
Maintainer: Gemma Moran <gm2918 at columbia.edu>
License: GPL-3
URL: http://faculty.chicagobooth.edu/veronika.rockova/ssl.pdf
NeedsCompilation: yes
Citation: SSLASSO citation info
Materials: NEWS
CRAN checks: SSLASSO results

Downloads:

Reference manual: SSLASSO.pdf
Package source: SSLASSO_1.2-2.tar.gz
Windows binaries: r-devel: SSLASSO_1.2-2.zip, r-devel-gcc8: SSLASSO_1.2-2.zip, r-release: SSLASSO_1.2-2.zip, r-oldrel: SSLASSO_1.2-2.zip
OS X binaries: r-release: SSLASSO_1.2-2.tgz, r-oldrel: SSLASSO_1.2-2.tgz
Old sources: SSLASSO archive

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