Where can I find GAUSS code to perform LASSO regression?
1 Answer
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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.
Where can I find GAUSS code to perform LASSO regression?
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.
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