https://github.com/pnavaro/NonConvexPenalizedRegression.jl better a wrapper than nothing @pnavaro
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tlienart commentedon Sep 12, 2022
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.