msgps - Degrees of Freedom of Elastic Net, Adaptive Lasso and Generalized Elastic Net
Computes the degrees of freedom of the lasso, elastic net, generalized elastic net and adaptive lasso based on the generalized path seeking algorithm. The optimal model can be selected by model selection criteria including Mallows' Cp, bias-corrected AIC (AICc), generalized cross validation (GCV) and BIC.
Last updated 2 years ago
openblas
2.08 score 4 dependents 8 scripts 380 downloadsfanc - Penalized Likelihood Factor Analysis via Nonconvex Penalty
Computes the penalized maximum likelihood estimates of factor loadings and unique variances for various tuning parameters. The pathwise coordinate descent along with EM algorithm is used. This package also includes a new graphical tool which outputs path diagram, goodness-of-fit indices and model selection criteria for each regularization parameter. The user can change the regularization parameter by manipulating scrollbars, which is helpful to find a suitable value of regularization parameter.
Last updated 1 years ago
openblasopenmp
1.00 score 5 scripts 468 downloads