| Documentation | Build Status | Code Coverage |
|---|---|---|
 |
 |
 |
VCSEL is a Julia package for implementing Majorization-Minimization (MM) algorithm that selects variance components that are associated with response variable(s) via penalization method.
VCSEL supports variance component selection for
- a univariate response model
- a univariate response model with interaction terms
- a multivariate response model
using lasso, adaptive lasso, or MCP penalty.
This package requires Julia v1.1.0 or later, which can be obtained from https://julialang.org/downloads/ or by building Julia from the sources in the https://github.com/JuliaLang/julia repository.
The package has not yet been registered and must be installed using the repository location.
Start julia and use the ] key to switch to the package manager mode and type the following (after pkg>):
(@v1.4) pkg> add https://github.com/juhkim111/VCSEL.jlUse the backspace key to return to the Julia REPL.