draft scad/mcp #128

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Draft

tlienart wants to merge 1 commit into dev from scadmcp

Collaborator

tlienart commented Sep 14, 2022 •

edited

Loading

see #127 , this paper , these slides, R docs pg 12-13. Also this blog post.

(this is not ready, no ETA)

set up comparison with R package
GLR constructor (SCADRegression + MCPRegression) + extend to allow L2 penalty (~similar Elnet)
testing
maybe comparison with package mentioned in Ncvreg wrapper #127

would be curious to know if proxgrad works well on quasi convex empirically.


          draft scad/mcp

f6132c3

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet