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VCSEL is a Julia package for implementing Majorization-Minimization (MM) algorithm that selects variance components that are associated with response variable(s) via penalization method.
VCSEL supports variance component selection for
- a univariate response model
- a univariate response model with interaction terms
- a multivariate response model
using lasso, adaptive lasso, or MCP penalty.
The package has not yet been registered and must be installed using the repository location.
Start julia and use the
] key to switch to the package manager mode and type the following (after
(@v1.4) pkg> add https://github.com/juhkim111/VCSEL.jl
Use the backspace key to return to the Julia REPL.