Sparse regression methods in pure Julia

[finmod]

https://arxiv.org/abs/1902.06547 to discreminate between six different algorithms.

[ChrisRackauckas]

I got word from Steven that FROLS is a good method to try.

http://eprints.whiterose.ac.uk/78100/1/ https://eprints.soton.ac.uk/267794/1/Eng09-8-1.pdf