Transfer Learning for High-dimensional Linear Regression • TransLasso

Rcode for the TransLasso algorithm.

Installation

The development version can be installed from GitHub with:

# install.packages("devtools")
devtools::install_github("Ulthran/TransLasso")

See the GitHub Pages site for function documentation. See vignettes for further usage information. Please cite Transfer Learning for High-dimensional Linear Regression by Sai Li, T. Tony Cai, & Hongzhe Li (full citation here).