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Ncvreg wrapper #127

@azev77

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tlienart

tlienart commented on Sep 12, 2022

@tlienart
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thanks for that; going by the definition of https://statisticaloddsandends.wordpress.com/2018/07/31/the-scad-penalty/ it should be easy to add to the 'robust' regressions in this package.

I'll have a look, would be nice to run comparisons.

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          Ncvreg wrapper · Issue #127 · JuliaAI/MLJLinearModels.jl