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This package 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.

copied from cf-staging / r-msgps

Installers

Info: This package contains files in non-standard labels.
  • linux-64 v1.3.5
  • osx-64 v1.3.5
  • win-64 v1.3.5

conda install

To install this package run one of the following:
conda install conda-forge::r-msgps
conda install conda-forge/label/cf201901::r-msgps
conda install conda-forge/label/cf202003::r-msgps
conda install conda-forge/label/gcc7::r-msgps

Description


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