SALES: The (Adaptive) Elastic Net and Lasso Penalized Sparse AsymmetricLeast Squares (SALES) and Coupled Sparse Asymmetric LeastSquares (COSALES) using Coordinate Descent and ProximalGradient Algorithms
A coordinate descent algorithm for computing the solution paths of the sparse and coupled sparse asymmetric least squares, including the (adaptive) elastic net and Lasso penalized SALES and COSALES regressions.
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