nnGarrote

Non-Negative Garrote Estimation with Penalized Initial Estimators

CRAN Package

Functions to compute the non-negative garrote estimator as proposed by Breiman (1995) https://www.jstor.org/stable/1269730 with the penalized initial estimators extension as proposed by Yuan and Lin (2007) https://www.jstor.org/stable/4623260.

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