NewDefaultLassoAutoOptions returns a default set of Lasso Auto Regression options.

NewDefaultLassoOptions returns a default set of Lasso Regression options.

NewDefaultOLSOptions returns a default set of OLS Regression options.

NewLassoAutoRegression initializes a Lasso model ready for fitting using automated lambad parameter selection.

NewLassoRegression initializes a Lasso model ready for fitting.

NewOLSRegression initializes an ordinary least squares model ready for fitting.

SoftThreshold returns 0.0 if the value is less than or equal to the gamma input.

LassoAutoOptions represents input options to run the Lasso Regression with optimal regularization parameter lambda.

LassoAutoRegression computes the lasso regression using coordinate descent.

LassoOptions represents input options to run the Lasso Regression.

LassoRegression computes the lasso regression using coordinate descent.

OLSOptions represents input options to run the OLS Regression.

OLSRegression computes ordinary least squares using QR factorization.