NonConvexPenalizedRegression.jl
NonConvexPenalizedRegression.jl is a Julia package that provides regularization paths for SCAD and MCP penalized regression models. It is a quick and naive translation of the R package ncvreg, primarily supporting the Gaussian family. The package is particularly useful for users needing SCAD penalties, with applications in biological feature selection.
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BeginnerEstimated Time
5-10 minutes
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Scientific Software Engineer, Institut de Recherche Mathématique de Rennes, France.
IRMAR, CNRS.Rennes, France.
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