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Showing content from http://cran.rstudio.com/web/packages/Rcpp/../RcppGreedySetCover/../Rcpp/../l0ara/readme/README.html below:

README

l0ara fits regularization for linear or generalized linear models with L0 penalty. Adaptive ridge algorithms are used to fit the models.

install.packages("devtools")
devtools::install_github("wguo1990/l0ara")

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