JuliaAI / MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
MIT License
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Other package (R) with Adaptive Lasso and SCAD that may be of use #75

Open kbjarnason opened 4 years ago

kbjarnason commented 4 years ago

https://github.com/gabrielrvsc/HDeconometrics

OkonSamuel commented 4 years ago

https://www.rdocumentation.org/packages/lqa/versions/1.0-3/topics/adaptive.lasso