A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression

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Documentation for package ‘TFRE’ version 0.1.0

Help Pages

coef.TFRE Extract coefficients from a 'TFRE' object
est_lambda Estimate the tuning parameter for a TFRE Lasso regression
plot.TFRE Plot the second stage model curve for a 'TFRE' object
predict.TFRE Make predictions from a 'TFRE' object
TFRE Fit a TFRE regression model with Lasso, SCAD or MCP regularization