Gradient Descent LASSO with Stability Selection and Bootstrapped Confidence Intervals
Extract Model Coefficients
Cross-Validation for gradLasso
Internal FISTA Solver
Extract Fitted Values
Generate Lambda Sequence
Binomial Family (Logistic Regression)
Gaussian Family (Least Squares)
Negative Binomial Family
Zero-Inflated Negative Binomial Family
Package Imports and Global Documentation
Gradient Descent LASSO with Stability Selection
Extract Log-Likelihood
Plot CV results (Standalone)
Master Plot Method
Predict method for gradLasso
Print CV results
Print method for gradLasso object
Print method for summary
Extract Residuals
Simulate Data for gradLasso
Summary method for gradLasso
Implements LASSO regression using gradient descent with support for Gaussian, Binomial, Negative Binomial, and Zero-Inflated Negative Binomial (ZINB) families. Features cross-validation for determining lambda, stability selection, and bootstrapping for confidence intervals. Methods described in Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x> and Meinshausen and Buhlmann (2010) <doi:10.1111/j.1467-9868.2010.00740.x>.