Data simulation | Estimating $\sigma$ with natural lasso | Computing natural lasso along a path of tuning parameters | Selecting the tuning parameter of natural lasso using cross-validation | Computing natural lasso with glmnet output | Estimating $\sigma$ with organic lasso

Data simulation | Estimating $L$ with a fixed tuning parameter | Computing estimators along a tuning parameter path | Selecting the tuning parameter | Estimating $L$ with a maximum number of bandwidth | Estimating $L$ with $\ell_1$ penalty