CRAN/E | ADMMnet

ADMMnet

Regularized Model with Selecting the Number of Non-Zeros

Installation

About

Fit linear and cox models regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. In addition, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Key Metrics

Version 0.1.1
Published 2020-10-14 1284 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ADMMnet results

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Maintainer

Maintainer

Xiang Li

xl2473@cumc.columbia.edu

Authors

Xiang Li
Shanghong Xie
Donglin Zeng
Yuanjia Wang

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ADMMnet archive

Depends

Matrix ≥ 1.2-3

Imports

Rcpp ≥ 0.12.2

LinkingTo

Rcpp
RcppEigen