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marjoleinF / pre

an R package for deriving Prediction Rule Ensembles
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Document adaptive lasso #31

Closed marjoleinF closed 7 months ago

marjoleinF commented 10 months ago

Adaptive lasso is implemented through arguments ad.alpha and ad.penalty. This is not very self-explanatory. In future versions, should add a vignette documenting adaptive lasso. Pending empirical tests evaluation of performance of standard, adaptive, relaxed, adaptive-and-relaxed lasso.

marjoleinF commented 7 months ago

Vignette on relaxed lasso has been extended with adaptive.