Installation and Loading | Installation | Load Package | High Dimensional Regression | Runtime of autotune Lasso | Comparison with Lasso tuned via Cross Validation (CV Lasso) | Runtime of CV Lasso | Comparison of quality of tuning between autotune and CV Lasso | Comparison on real data provided in Scaled Lasso's R package scalreg | Comparing prediction errors of autotune and benchmarks: CV and Scaled Lasso | Comparing via bootstrap