The l2path
package contains implementation of path-following algorithms for both ridge regression and L2-regularized logistic regression.
The details of the methods can be found in:
- Zhu and Liu (2021): An algorithmic view of L2 regularization and some path-following algorithms
- Zhu and Liu (2023): Path following algorithms for L2-regularized M-estimation with approximation guarantee.
To install l2path
from github, type in R console
devtools::install_github("renxiongliu/l2path")
Note that the installation above requires using R package devtools
(which can be installed using install.packages("devtools")
).
Please check the accompanying vignette on how to use the l2path
package.