SALES

The (Adaptive) Elastic Net and Lasso Penalized Sparse Asymmetric Least Squares (SALES) and Coupled Sparse Asymmetric Least Squares (COSALES) using Coordinate Descent and Proximal Gradient Algorithms

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A coordinate descent algorithm for computing the solution paths of the sparse and coupled sparse asymmetric least squares, including the (adaptive) elastic net and Lasso penalized SALES and COSALES regressions.

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  • Imports4 packages
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