New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Ncvreg wrapper #127

Open

azev77 opened this issue Sep 12, 2022 · 1 comment

azev77 commented Sep 12, 2022

https://github.com/pnavaro/NonConvexPenalizedRegression.jl

better a wrapper than nothing
@pnavaro

Collaborator

tlienart commented Sep 12, 2022

thanks for that; going by the definition of https://statisticaloddsandends.wordpress.com/2018/07/31/the-scad-penalty/ it should be easy to add to the 'robust' regressions in this package.

I'll have a look, would be nice to run comparisons.

tlienart mentioned this issue

draft scad/mcp #128

Draft

4 tasks

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment