nnGarrote: Non-Negative Garrote Estimation with Penalized Initial Estimators

Functions to compute the non-negative garrote estimator as proposed by Breiman (1995) <https://www.jstor.org/stable/1269730> with the penalized initial estimators extension as proposed by Yuan and Lin (2007) <https://www.jstor.org/stable/4623260>.

Version: 1.0.3
Imports: multicool, glmnet, caret
Suggests: testthat, mvnfast
Published: 2020-07-06
Author: Anthony Christidis, Stefan Van Aelst, Ruben Zamar
Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: nnGarrote results

Downloads:

Reference manual: nnGarrote.pdf
Package source: nnGarrote_1.0.3.tar.gz
Windows binaries: r-devel: nnGarrote_1.0.3.zip, r-release: nnGarrote_1.0.3.zip, r-oldrel: nnGarrote_1.0.3.zip
macOS binaries: r-release: nnGarrote_1.0.2.tgz, r-oldrel: nnGarrote_1.0.3.tgz
Old sources: nnGarrote archive

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