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msgps: Degrees of Freedom of Elastic Net, Adaptive Lasso and Generalized Elastic Net

Computes the degrees of freedom of the lasso, elastic net, generalized elastic net and adaptive lasso based on the generalized path seeking algorithm. The optimal model can be selected by model selection criteria including Mallows' Cp, bias-corrected AIC (AICc), generalized cross validation (GCV) and BIC.

Version: 1.3.5
Published: 2022-10-20
DOI: 10.32614/CRAN.package.msgps
Author: Kei Hirose
Maintainer: Kei Hirose <mail at keihirose.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://keihirose.com/
NeedsCompilation: yes
CRAN checks: msgps results

Documentation:

Reference manual: msgps.pdf

Downloads:

Package source: msgps_1.3.5.tar.gz
Windows binaries: r-devel: msgps_1.3.5.zip, r-release: msgps_1.3.5.zip, r-oldrel: msgps_1.3.5.zip
macOS binaries: r-release (arm64): msgps_1.3.5.tgz, r-oldrel (arm64): msgps_1.3.5.tgz, r-release (x86_64): msgps_1.3.5.tgz, r-oldrel (x86_64): msgps_1.3.5.tgz
Old sources: msgps archive

Reverse dependencies:

Reverse imports: DREGAR, PhenStat, SelectBoost

Linking:

Please use the canonical form https://CRAN.R-project.org/package=msgps to link to this page.

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.