Gradient Descent LASSO with Stability Selection and Bootstrapped Confidence Intervals

Implements LASSO regression using gradient descent with support for Gaussian, Binomial, Negative Binomial, and Zero-Inflated Negative Binomial (ZINB) families. Features cross-validation for determining lambda, stability selection, and bootstrapping for confidence intervals. Methods described in Tibshirani (1996) and Meinshausen and Buhlmann (2010) .


Reference manual

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install.packages("gradLasso")

0.1.1 by David DeFranza, 9 months ago


https://github.com/ddefranza/gradLasso


Report a bug at https://github.com/ddefranza/gradLasso/issues


Browse source code at https://github.com/cran/gradLasso


Authors: David DeFranza [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, utils, graphics, grDevices, foreach, doParallel, parallel

Suggests testthat, knitr, rmarkdown


See at CRAN