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l0ara

What is it?

l0ara fits regularization for linear or generalized linear models with L0 penalty. Adaptive ridge algorithms are used to fit the models.

Installation

To install the latest version from github :

install.packages("devtools")
devtools::install_github("wguo1990/l0ara")

To install from CRAN:

install.packages("l0ara")

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.