SALES: The (Adaptive) Elastic Net and Lasso Penalized Sparse Asymmetric
Least Squares (SALES) and Coupled Sparse Asymmetric Least
Squares (COSALES) using Coordinate Descent and Proximal
A coordinate descent algorithm for computing the solution paths of
the sparse and coupled sparse asymmetric least squares, including the
(adaptive) elastic net and Lasso penalized SALES and COSALES regressions.
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