Table 1.
Method | R-Package | Reference |
---|---|---|
LASSO | glmnet | Tibshirani (1996) [49] |
Elastic net | glmnet | Zou and Hastie (2005) [51] |
Adaptive LASSO | parcor | Zou (2006) [90] |
SCAD | ncvreg | Fan and Li (2001) [91] |
MCP | ncvreg | Zhang (2010) [92] |
SCAD-Ridge | ncvreg | Breheny and Huang (2011) [93] |
MCP-Ridge | ncvreg | Breheny and Huang (2011) [93] |
Dantzig Selector | flare | Candes and Tao (2007) [94] |
lq LASSO | flare | Li et al. (2015) [95] |