Package: relaxo
Type: Package
Title: Relaxed Lasso
Version: 0.1-2
Date: 2012-06-01
Author: Nicolai Meinshausen
Maintainer: Nicolai Meinshausen <meinshausen@stats.ox.ac.uk>
Depends: lars
Imports: graphics, utils, stats
Description: Relaxed Lasso is a generalisation of the Lasso shrinkage
technique for linear regression. Both variable selection and
parameter estimation is achieved by regular Lasso, yet both
steps do not necessarily use the same penalty parameter. The
results include all standard Lasso solutions but allow often
for sparser models while having similar or even slightly better
predictive performance if many predictor variables are present.
The package depends on the LARS package.
License: GPL
URL: http://www.stats.ox.ac.uk/~meinshau/
Packaged: 2012-06-01 15:48:01 UTC; meinsn
Repository: CRAN
Date/Publication: 2012-06-01 16:06:47
providing 
.