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项目作者： juhkim111

项目描述 ：
MM algorithm for selecting variance components via penalization
高级语言： Julia
项目地址: git://github.com/juhkim111/VCSEL.jl.git
创建时间： 2019-04-12T21:25:33Z
项目社区：https://github.com/juhkim111/VCSEL.jl
开源协议：Other
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VCSEL.jl

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VCSEL is a Julia package for implementing Majorization-Minimization (MM) algorithm that selects variance components that are associated with response variable(s) via penalization method.

Package Features

VCSEL supports variance component selection for

  • a univariate response model
  • a univariate response model with interaction terms
  • a multivariate response model

using lasso, adaptive lasso, or MCP penalty.

Installation

This package requires Julia v1.1.0 or later, which can be obtained from
https://julialang.org/downloads/ or by building Julia from the sources in the
https://github.com/JuliaLang/julia repository.

The package has not yet been registered and must be installed using the repository location.
Start julia and use the ] key to switch to the package manager mode and type the following (after pkg>):

  1. (@v1.4) pkg> add https://github.com/juhkim111/VCSEL.jl

Use the backspace key to return to the Julia REPL.

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