The gamma lasso algorithm provides regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms.  As much as possible, usage for this package is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms).  For details see: Taddy (2017 JCGS), 'One-Step Estimator Paths for Concave Regularization', <arXiv:1308.5623>.

Generalized Additive Models for Location Scale and Shape.
R (>= 2.15.0), graphics, stats, splines, utils, gamlss.dist,
gamlss.data, nlme
Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>, Bob
Rigby <r.rigby@londonmet.ac.uk> with contributions from
Calliope Akantziliotou and Vlasis Voudouris

Generalised Additive Models for Location Scale and Shape.
Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>, Bob
Rigby <r.rigby@londonmet.ac.uk> with contributions from
Calliope Akantziliotou and Vlasios Voudouris

R (>= 2.15.0), graphics, stats, splines, utils, gamlss.data,
gamlss.dist, nlme

Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>, Bob
Rigby <r.rigby@londonmet.ac.uk> with contributions from
Calliope Akantziliotou and Vlasios Voudouris <vlasios.voudouris@abm-analytics.com>

Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>, Bob
Rigby <r.rigby@londonmet.ac.uk>
Vlasios Voudouris <vlasios.voudouris@abm-analytics.com>
with contributions from Calliope Akantziliotou,
and Marco Enea

R (>= 2.15.0), graphics, stats, splines, utils, gamlss.data,
gamlss.dist (>= 4.3.1), nlme

Functions for fitting, displaying and checking GAMLSS Models.
c(person("Mikis", "Stasinopoulos", role = c("aut", "cre", "cph"),
email = "d.stasinopoulos@londonmet.ac.uk"),
person("Bob", "Rigby", role = c("aut"),
email = "r.rigby@londonmet.ac.uk" ),
person("Vlasios", "Voudouris", role = "ctb"),
person("Calliope", "Akantziliotou", role = "ctb"),
person("Marco", "Enea", role = "ctb")
)
Generalised Additive Models for Location Scale and Shape
R (>= 2.15.0), graphics, stats, splines, utils, grDevices,
gamlss.data, gamlss.dist (>= 4.3.1), nlme, parallel
Mikis Stasinopoulos [aut, cre, cph],
Bob Rigby [aut],
Vlasios Voudouris [ctb],
Calliope Akantziliotou [ctb],
Marco Enea [ctb]