rbridge

Restricted Bridge Estimation

CRAN Package

Bridge Regression estimation with linear restrictions defined in Yuzbasi et al. (2019) doi:10.48550/arXiv.1910.03660. Special cases of this approach fit the restricted LASSO, restricted RIDGE and restricted Elastic Net estimators.

  • Version1.0.2
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release02/29/2020

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  • Imports3 packages
  • Suggests1 package
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