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Fit and tune

Regularization paths and training-only cross-validation.

lambert()
Gaussian Regression Paths with the Fixed Lambert Penalty
cv.lambert()
Training-Only Cross-Validation for Lambert Regression

Inspect and predict

Original-scale coefficients, predictions, and stored-fit plots.

Penalty tools

Evaluate the fixed-shape penalty and scalar update.

lambert_penalty() lambert_threshold()
The Fixed Lambert Penalty and Scalar Update

Package

lambertReg-package lambertReg
Sparse Gaussian Regression with the Lambert Penalty