Generalized Linear Models with Truncated Lasso Penalty
Cross-validation for glmtlp
Simulate a binomial data set
Simulate a gaussian data set
glmtlp: A package for fitting a GLM with l0, l1, and tlp regularizatio...
Plot Method for a "cv.glmtlp" Object
Plot Method for a "glmtlp" Object
Predict Method for a "cv.glmtlp" Object.
Predict Method for a "glmtlp" Object
Generate lambda sequence.
Extremely efficient procedures for fitting regularization path with l0, l1, and truncated lasso penalty for linear regression and logistic regression models. This version is a completely new version compared with our previous version, which was mainly based on R. New core algorithms are developed and are now written in C++ and highly optimized.