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JuliaAI / MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
MIT License
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Ncvreg wrapper #127

Open azev77 opened 1 year ago

azev77 commented 1 year ago

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

better a wrapper than nothing @pnavaro

tlienart commented 1 year ago

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.