📦 Installation
You can install the development version of islasso
from GitHub:
# install.packages("devtools")
devtools::install_github("gianluca-sottile/islasso")
Once installed, load the package:
🔍 Description
islasso
implements the Induced Smoothed Lasso, a robust and interpretable approach for hypothesis testing in high-dimensional linear and generalized linear models.
Key features include:
- Efficient Fortran backend for fast computation
- Support for Gaussian, Binomial, Poisson, and Gamma families
- Smoothed penalization for stable inference
- Automatic selection of active variables
- Visualization tools powered by
ggplot2
📚 Documentation
- 📘 Function reference:
?islasso
- 📄 Vignette:
vignette("islasso-intro")
- 🌐 Website: https://gianluca-sottile.github.io/islasso
📖 References
Cilluffo G, Sottile G, La Grutta S, Muggeo V (2020). The Induced Smoothed lasso: A practical framework for hypothesis testing in high dimensional regression. Statistical Methods in Medical Research_, 29(3), 765-777. doi:10.1177/0962280219842890
🤝 Contributing
Feel free to open issues, suggest improvements, or submit pull requests.
Bug reports and feature requests are welcome!
📜 License
islasso © 2019 by Gianluca Sottile is licensed under CC BY 4.0