Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Algorithms and software used in the simulation study
| Algorithm | Software |
|---|---|
| LASSO | R library lars |
| relaxed LASSO | R library relaxo |
| LARS | R library lars |
| elastic net | R library elasticnet |
| SCAD | http://www.stat.umn.edu/~hzou/ftpdir/code/one-step-SCAD-funs.R (accessed 05/09) |
| GLM with L1 and/or L2 penalties | R library penalized |
| Penalized partial least squares | R library ppls |
| Logistic regr. w L2 penalty and stepwise selection | R library stepPlr |
