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asgl is a Python package that solves several regression related models for simultaneous variable selection and prediction, in low and high dimensional frameworks. This package is directly related to research work shown on this paper. The current version of the package supports: Linear regression models. Quantile regression models. Lasso regression methods are widely used for a number of scientic applications.Many practitioners of statistics were not aware that a small changein the data would results in unstable Lasso solution path. For instance, inthe presence of outlying.
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