Where can I find GAUSS code to perform LASSO regression?
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There is a GitHub project named gauss-glmnet which performs regression with either a LASSO, Ridge or Elastic-net penalty. It is free for anyone to use.
Your Answer
1 Answer
0
accepted
There is a GitHub project named gauss-glmnet which performs regression with either a LASSO, Ridge or Elastic-net penalty. It is free for anyone to use.