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This repository has been archived by the owner on Aug 27, 2019. It is now read-only.
(see readme)
LARS see LARS.jl
Quantile regression see [QuantileRegression.jl] (https://github.com/pkofod/QuantileRegression.jl)
glmnet see GLMNet wrapper
prox Newton or L-BFGS (see also https://github.com/yuekai/PNOPT; and paper https://arxiv.org/pdf/1206.1623.pdf as well as https://papers.nips.cc/paper/5384-proximal-quasi-newton-for-computationally-intensive-l1-regularized-m-estimators.pdf)
count -- http://hua-zhou.github.io/media/pdf/ZhangZhouZhouSun17mglm.pdf
Other stuff
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