r-tlars 1.0.1
Channel: guix-cran
Home page: https://github.com/jasinmachkour/tlars
Licenses: GPL 3+
Synopsis: The T-LARS Algorithm: Early-Terminated Forward Variable Selection
Description:
Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package TRexSelector
'). The package is based on the papers Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>
, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.
Total results: 1