add Lasso and MixedModels

[waynelapierre]

Have you considered adding Lasso and MixedModels to StatsKit?

[nalimilan]

See https://github.com/JuliaStats/StatsKit.jl/pull/27 for MixedModels. I'm more hesitant about Lasso as it's not very actively maintained.

@AsafManela What do you think?

[AsafManela]

I think including it is a pretty good way to incentivize more active maintenance :) But I agree that it is not as actively maintained as some of the other packages on this list.

[rofinn]

I think including it is a pretty good way to incentivize more active maintenance :)

IMHO, that's not how these things usually pan out. I often forget these bundle packages exist too :)

[nalimilan]

Yes, don't count on it. :-)

I think the question is rather whether the API is OK and well integrated with the current state of the ecosystem. (I haven't checked, but in particular there shouldn't be conflicting exports with other packages.)

[AsafManela]

In that sense, I expect it to be fine. Lasso reuses a lot of GLM code and mostly adheres to the StatsBase interface.