[Gretl-users] v0.2 of the fsboost package
Hi,
this is just an announcement that version 0.2 of the "fsboost" package
for computing the forward-stagewise boosting estimator is out now.
The main new feature is an improved early stopping mechanism and some
internal refactoring which jointly yield substantial gain of speed.
The documentation is here:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/fsboost...
Best,
Artur