SALES
R package for fitting penalized asymmetric least squares
By Yuwen Gu and Hui Zou in R Package GitHub
September 14, 2022
The SALES package implements the adaptive Lasso and elastic net penalized sparse asymmetric least squares (SALES) and coupled sparse asymmetric least squares (COSALES) regressions via the coordinate descent and proximal gradient algorithms. It is available on both CRAN and GitHub.
- Posted on:
- September 14, 2022
- Length:
- 1 minute read, 40 words