Degrees of Freedom of Elastic Net, Adaptive Lasso and Generalized Elastic Net

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.


Reference manual

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install.packages("msgps")

1.3.5 by Kei Hirose, 4 years ago


https://keihirose.com/


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


Authors: Kei Hirose


Documentation:   PDF Manual  


GPL (>= 2) license



Imported by DREGAR, SelectBoost.


See at CRAN