An introduction to picreg6 hours ago
Introduction | Installation | Quick start | Fitting a model | Inspecting the fit | Coefficients | Predicting on new data | Visualizing the fit | Selecting the regularization parameter | Calculation methods | Visualizing the null distribution | Supplying $\lambda$ manually | Generalised linear models | Gaussian | Binomial | Poisson | Exponential | Gumbel | Cox | Assessing a fit | A note on bias and refitting | Support-recovery diagnostics | Diagnostics | Phase transition curves | Asymptotic behavior of the pivotal statistic $\Lambda$ | Comparison with other packages | Support recovery on a small Gaussian benchmark | A phase transition view | A note on speed