The Induced Smoothed Lasso
Optimization for the selection of the tuning parameter
General Linear Combination method for islasso objects
confint method for islasso objects
Optimization for the selection of the tuning parameter
Auxiliary for controlling islasso model fitting
Internal Functions
The Induced Smoothed lasso: A practical framework for hypothesis testi...
The Induced Smoothed lasso path
The Induced Smoothed lasso
plot coefficient profile from a fitted "islasso.path" object.
Diagnostics plots for Induced Smoothing Lasso Model
Prediction method for islasso.path fitted objects
Prediction method for islasso fitted objects
Simulate model matrix and response
summary method for islasso.path fitted objects
summary method for islasso fitted objects
An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.