Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.
Version: | 0.1-3 |
Depends: | R (≥ 2.9.1), lars |
Published: | 2022-04-22 |
DOI: | 10.32614/CRAN.package.sealasso |
Author: | Wei Qian |
Maintainer: | Wei Qian <weiqian at stat.umn.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Materials: | ChangeLog |
CRAN checks: | sealasso results |
Reference manual: | sealasso.pdf |
Vignettes: |
feature |
Package source: | sealasso_0.1-3.tar.gz |
Windows binaries: | r-devel: sealasso_0.1-3.zip, r-release: sealasso_0.1-3.zip, r-oldrel: sealasso_0.1-3.zip |
macOS binaries: | r-release (arm64): sealasso_0.1-3.tgz, r-oldrel (arm64): sealasso_0.1-3.tgz, r-release (x86_64): sealasso_0.1-3.tgz, r-oldrel (x86_64): sealasso_0.1-3.tgz |
Old sources: | sealasso archive |
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