Description
Paired Lasso Regression.
Description
Implements sparse regression with paired covariates (Rauschenberger et al. 2020 <doi:10.1007/s11634-019-00375-6>). For the optional shrinkage, install ashr (<https://github.com/stephens999/ashr>) and CorShrink (<https://github.com/kkdey/CorShrink>) from GitHub (see README).
README.md
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Scope
Sparse regression with paired covariates (extending glmnet).
Installation
Install the current release from CRAN, or the latest development version from GitHub:
install.packages("palasso")
#install.packages("devtools")
devtools::install_github("rauschenberger/palasso")
Optionally, install ashr and CorShrink for the correlation shrinkage:
devtools::install_github("stephens999/ashr")
devtools::install_github("kkdey/CorShrink")
Reference
A Rauschenberger, I Ciocanea-Teodorescu, RX Menezes, MA Jonker, and MA van de Wiel (2019). “Sparse classification with paired covariates”. Advances in Data Analysis and Classification. In press. doi: 10.1007/s11634-019-00375-6