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ADMMnet (version 0.1.1)

Regularized Model with Selecting the Number of Non-Zeros

Description

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.

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Version

Install

install.packages('ADMMnet')

Monthly Downloads

71

Version

0.1.1

License

GPL (>= 2)

Maintainer

Last Published

October 14th, 2020

Functions in ADMMnet (0.1.1)

ADMMnet

Fit a Model with Various Regularization Forms
print.ADMMnet

Print a ADMMnet Object
ADMMnet-package

Regularized Model with Selecting the Number of Non-Zeros