R: 3CoSE Algorithm

# 3CoSE Algorithm

## Documentation for package ‘LassoNet’ version 0.8.3

- DESCRIPTION file
- Package README

## Help Pages

LassoNet-package | LassoNet: package for 3CoSE algorithm.
beta.update.net | Updates beta coefficients.
betanew_lasso_cpp | C++ subroutine that updates beta coefficients.
fastols | Fast least squares estimate.
get.BxBy | Computes decomposition elements.
get.signs.M | Vetorizes connection sign matrix.
get.xi | Updates the estimates of the connection signs by running mini OLS models.
lasso.net.fixed | Estimates coefficients over the grid values of penalty parameters.
lasso.net.grid | Estimates coefficients and connection signs over the grid of values of penalty parameters lambda1 and lambda2.
mat.to.laplacian | Computes Laplacian matrix.
matrix.M.update | Updates connection sign matrix.
soft.thresh | Soft thresholding operator.