The Induced Smoothed Lasso
Internal Functions
Induced Smoothed Lasso Regularization Path
The Induced Smoothed Lasso: A practical framework for hypothesis testi...
Coefficient Profile and Diagnostic Plots for islasso.path
Diagnostic Plots for islasso Models
Prediction Method for islasso.path Objects
Optimization for Lambda Selection
General Linear Hypotheses for islasso Models
confint method for islasso objects
Select Optimal Lambda via Goodness-of-Fit Criteria
Control Settings for islasso Model Fitting
Prediction Method for islasso Objects
Relaxed islasso model fitting
Simulate Model Matrix and Response Vector
Summarize islasso.path Model at Specific Lambda
Summarize islasso Fitted Model
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>.
Useful links