Package: sealasso
Version: 0.1-2
Date: 2010-01-10
Title: Standard Error Adjusted Adaptive Lasso
Author: Wei Qian <weiqian@stat.umn.edu>
Maintainer: Wei Qian <weiqian@stat.umn.edu>
Depends: R (>= 2.9.1), lars
Description: Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern. 
License: GPL (>= 2)
Packaged: 2013-12-12 00:03:39 UTC; weiqian
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-12 02:14:25
