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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.

Package Features

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.

Installation

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.jl

Use the backspace key to return to the Julia REPL.

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